+731.3%
RCL vs VEEV
+623.9%
+107.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -19.0% | +28.8% | -47.8% | -24.4% |
| 3M | -9.6% | +54.0% | -63.6% | -19.5% |
| 6M | -6.7% | +46.0% | -52.6% | -16.2% |
| YTD | -3.9% | +23.2% | -27.2% | -10.1% |
| 1Y | -25.1% | +1.9% | -27.0% | -26.8% |
| 3Y | +179.1% | +27.0% | +152.1% | +153.7% |
| 5Y | +243.3% | -13.4% | +256.7% | +226.6% |
| 10Y | +325.8% | +575.2% | -249.5% | +143.9% |
| All | +731.3% | +623.9% | +107.3% | +341.7% |
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