-21.6%
SAP vs VEEV
-7.6%
-14.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -0.3% | -7.1% | +6.8% | +3.7% |
| 30D | +0.3% | +11.1% | -10.8% | -6.2% |
| 3M | +16.9% | +55.5% | -38.6% | -9.2% |
| 6M | +6.3% | +33.4% | -27.0% | -12.4% |
| YTD | -12.4% | +16.8% | -29.2% | -25.1% |
| 1Y | -21.6% | -7.7% | -13.9% | -29.5% |
| All | -21.6% | -7.6% | -14.0% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling