+36.2%
QCOM vs VEEV
-14.3%
+50.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.3% |
| 7D | +5.1% | -5.2% | +10.2% | +6.6% |
| 30D | +4.3% | +14.9% | -10.6% | -0.5% |
| 3M | -19.6% | +58.4% | -78.0% | -31.2% |
| 6M | +29.5% | +35.5% | -6.0% | +15.7% |
| YTD | +3.4% | +18.6% | -15.3% | -3.2% |
| 1Y | +10.9% | -6.3% | +17.2% | +12.9% |
| 3Y | +74.8% | +20.2% | +54.6% | +56.1% |
| 5Y | +36.2% | -13.8% | +50.0% | +38.5% |
| All | +36.2% | -14.3% | +50.5% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling