+179.0%
SAP vs VEEV
+538.1%
-359.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.3% | -7.1% | +6.8% | +2.0% |
| 30D | +0.3% | +11.1% | -10.8% | -3.3% |
| 3M | +16.9% | +55.5% | -38.6% | +1.9% |
| 6M | +6.3% | +33.4% | -27.0% | -3.2% |
| YTD | -12.4% | +16.8% | -29.2% | -17.2% |
| 1Y | -21.6% | -7.7% | -13.9% | -21.2% |
| 3Y | +54.8% | +18.4% | +36.4% | +41.0% |
| 5Y | +56.2% | -14.8% | +71.0% | +50.7% |
| 10Y | +179.0% | +546.5% | -367.5% | +69.5% |
| All | +179.0% | +538.1% | -359.1% | +69.5% |
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