+47.0%
QCOM vs VEEV
+56.3%
-9.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.8% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -6.6% | +7.5% | -14.1% | -7.7% |
| 3M | +3.7% | +39.5% | -35.8% | -2.1% |
| 6M | -13.3% | +81.5% | -94.8% | -22.5% |
| YTD | -1.8% | +36.1% | -37.8% | -5.3% |
| 1Y | -2.5% | +4.3% | -6.8% | +0.8% |
| 3Y | +47.0% | +54.8% | -7.9% | +36.2% |
| All | +47.0% | +56.3% | -9.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling