-35.4%
RBLX vs VEEV
+1.4%
-36.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +8.1% | -8.2% | +16.3% | +13.5% |
| 30D | +23.9% | +10.3% | +13.6% | +15.3% |
| 3M | +8.1% | +59.4% | -51.2% | -20.5% |
| 6M | -23.7% | +37.6% | -61.3% | -39.8% |
| YTD | -44.6% | +16.9% | -61.5% | -51.8% |
| 1Y | -66.2% | -5.0% | -61.3% | -66.5% |
| 3Y | +54.7% | +18.5% | +36.2% | +16.3% |
| 5Y | -48.9% | -13.8% | -35.1% | -52.2% |
| All | -35.4% | +1.4% | -36.8% | -49.3% |
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