+236.6%
SAP vs VEEV
+656.9%
-420.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +6.5% | +1.4% | +5.1% | +6.1% |
| 3M | +12.2% | +19.4% | -7.1% | +5.8% |
| 6M | +46.1% | +93.6% | -47.6% | +19.0% |
| YTD | -1.6% | +35.1% | -36.7% | -11.3% |
| 1Y | -5.1% | +3.4% | -8.5% | -8.0% |
| 3Y | +68.4% | +81.4% | -13.0% | +35.5% |
| 5Y | +79.4% | -5.1% | +84.5% | +67.2% |
| All | +236.6% | +656.9% | -420.3% | +102.9% |
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