+7.9%
QCOM vs VEEV
+2.5%
+5.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +7.7% | +28.8% | -21.1% | +7.1% |
| 3M | -30.1% | +54.0% | -84.1% | -29.7% |
| 6M | +22.8% | +46.0% | -23.1% | +25.7% |
| YTD | +0.2% | +23.2% | -23.0% | +8.4% |
| 1Y | +7.9% | +1.9% | +6.0% | +28.1% |
| All | +7.9% | +2.5% | +5.3% | +28.1% |
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