+331.2%
RCL vs VEEV
+552.6%
-221.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | -8.2% | +5.8% | -0.3% |
| 30D | -15.7% | +10.3% | -26.0% | -18.3% |
| 3M | -3.6% | +59.4% | -63.0% | -15.9% |
| 6M | -8.7% | +37.6% | -46.2% | -17.4% |
| YTD | -6.2% | +16.9% | -23.1% | -11.5% |
| 1Y | -22.9% | -5.0% | -17.9% | -23.3% |
| 3Y | +173.6% | +18.5% | +155.1% | +150.9% |
| 5Y | +226.6% | -13.8% | +240.4% | +205.6% |
| All | +331.2% | +552.6% | -221.4% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling