+261.5%
RF vs VEEV
+699.2%
-437.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +7.0% | +3.5% | +3.6% | +6.4% |
| 3M | -7.0% | +32.9% | -40.0% | -11.8% |
| 6M | +6.8% | +84.2% | -77.4% | -4.8% |
| YTD | +9.9% | +37.3% | -27.3% | +2.7% |
| 1Y | +21.1% | +3.9% | +17.2% | +19.0% |
| 3Y | +119.6% | +83.9% | +35.7% | +91.4% |
| 5Y | +46.2% | -4.3% | +50.5% | +38.1% |
| 10Y | +261.5% | +669.1% | -407.6% | +116.6% |
| All | +261.5% | +699.2% | -437.7% | +116.6% |
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