+2.3%
QCOM vs VEEV
+6.7%
-4.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +5.3% |
| 7D | -5.3% | -2.3% | -3.1% | -5.3% |
| 30D | -4.2% | +9.6% | -13.8% | -4.3% |
| 3M | +7.0% | +46.6% | -39.6% | +7.3% |
| 6M | +3.8% | +82.5% | -78.7% | +5.0% |
| YTD | +2.8% | +39.2% | -36.3% | +11.7% |
| 1Y | +2.3% | +5.8% | -3.6% | +13.4% |
| All | +2.3% | +6.7% | -4.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling