-42.2%
RIG vs VEEV
+556.2%
-598.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -3.1% | -4.6% | +1.5% | -1.9% |
| 30D | -0.5% | +8.6% | -9.2% | -3.0% |
| 3M | -6.0% | +62.4% | -68.4% | -18.1% |
| 6M | -10.1% | +40.3% | -50.4% | -19.1% |
| YTD | +37.3% | +17.5% | +19.7% | +29.0% |
| 1Y | +73.9% | -6.1% | +80.0% | +73.5% |
| 3Y | -30.2% | +16.7% | -46.8% | -36.3% |
| 5Y | +62.5% | -13.3% | +75.8% | +55.7% |
| All | -42.2% | +556.2% | -598.4% | -66.5% |
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