+336.7%
RF vs VEEV
+547.1%
-210.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.5% |
| 7D | +2.7% | -5.2% | +7.8% | +3.6% |
| 30D | -3.4% | +14.9% | -18.3% | -6.0% |
| 3M | +6.4% | +58.4% | -52.0% | -2.5% |
| 6M | +13.4% | +35.5% | -22.1% | +6.4% |
| YTD | +14.2% | +18.6% | -4.4% | +9.5% |
| 1Y | +15.7% | -6.3% | +22.0% | +15.6% |
| 3Y | +91.3% | +20.2% | +71.1% | +79.3% |
| 5Y | +89.8% | -13.8% | +103.6% | +82.6% |
| 10Y | +336.7% | +542.0% | -205.4% | +145.2% |
| All | +336.7% | +547.1% | -210.4% | +145.2% |
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