+249.1%
QCOM vs VEEV
+623.9%
-374.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | +7.7% | +28.8% | -21.1% | 0.0% |
| 3M | -30.1% | +54.0% | -84.1% | -38.8% |
| 6M | +22.8% | +46.0% | -23.1% | +8.0% |
| YTD | +0.2% | +23.2% | -23.0% | -7.5% |
| 1Y | +7.9% | +1.9% | +6.0% | +5.0% |
| 3Y | +55.8% | +27.0% | +28.8% | +38.5% |
| 5Y | +30.1% | -13.4% | +43.5% | +24.7% |
| 10Y | +248.9% | +575.2% | -326.3% | +119.8% |
| All | +249.1% | +623.9% | -374.8% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling