-85.4%
RIG vs VEEV
+586.3%
-671.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -8.2% | -7.1% | -1.1% | -6.6% |
| 30D | -0.2% | +11.1% | -11.3% | -2.9% |
| 3M | -2.7% | +55.5% | -58.3% | -13.1% |
| 6M | -7.5% | +33.4% | -40.8% | -14.7% |
| YTD | +38.3% | +16.8% | +21.4% | +30.8% |
| 1Y | +81.8% | -7.7% | +89.6% | +81.8% |
| 3Y | -30.2% | +18.4% | -48.6% | -35.8% |
| 5Y | +59.9% | -14.8% | +74.8% | +54.2% |
| 10Y | -41.9% | +546.5% | -588.4% | -64.3% |
| All | -85.4% | +586.3% | -671.7% | -91.7% |
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