+331.9%
RCL vs VEEV
+656.9%
-324.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +17.8% | +1.4% | +16.4% | +17.3% |
| 3M | +4.9% | +19.4% | -14.4% | -0.5% |
| 6M | +23.7% | +93.6% | -69.9% | +2.3% |
| YTD | +17.8% | +35.1% | -17.3% | +6.8% |
| 1Y | +28.9% | +3.4% | +25.6% | +25.3% |
| 3Y | +241.9% | +81.4% | +160.5% | +180.9% |
| 5Y | +295.4% | -5.1% | +300.5% | +258.3% |
| All | +331.9% | +656.9% | -324.9% | +131.6% |
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