+146.0%
QLD vs VEEV
+80.8%
+65.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | -14.3% | +1.4% | -15.7% | -14.7% |
| 3M | -16.0% | +19.4% | -35.4% | -20.5% |
| 6M | -14.2% | +93.6% | -107.9% | -31.1% |
| YTD | +12.8% | +35.1% | -22.3% | +3.5% |
| 1Y | +14.1% | +3.4% | +10.7% | +16.8% |
| 3Y | +146.0% | +81.4% | +64.6% | +95.5% |
| All | +146.0% | +80.8% | +65.1% | +95.5% |
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 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