+229.3%
SAP vs VEEV
+676.3%
-447.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | +7.5% | +3.0% | +4.4% | +6.5% |
| 3M | +11.6% | +28.8% | -17.2% | +2.7% |
| 6M | +37.6% | +91.3% | -53.7% | +12.5% |
| YTD | -2.0% | +36.5% | -38.5% | -11.9% |
| 1Y | -6.4% | +1.9% | -8.3% | -8.9% |
| 3Y | +67.7% | +84.6% | -16.9% | +34.2% |
| 5Y | +75.7% | -2.6% | +78.3% | +62.5% |
| 10Y | +229.3% | +669.4% | -440.1% | +98.4% |
| All | +229.3% | +676.3% | -447.0% | +98.4% |
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