+245.8%
QCOM vs VEEV
+676.3%
-430.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +2.0% | -1.9% | +3.8% | +2.6% |
| 30D | +1.2% | +3.0% | -1.8% | +0.1% |
| 3M | +9.1% | +28.8% | -19.7% | -0.4% |
| 6M | -25.0% | +91.3% | -116.3% | -41.2% |
| YTD | +4.8% | +36.5% | -31.7% | -8.1% |
| 1Y | +3.6% | +1.9% | +1.7% | +0.7% |
| 3Y | +51.5% | +84.6% | -33.1% | +14.6% |
| 5Y | +19.7% | -2.6% | +22.3% | +9.9% |
| 10Y | +245.8% | +669.4% | -423.6% | +73.5% |
| All | +245.8% | +676.3% | -430.5% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling