+56.5%
SAP vs VEEV
+18.9%
+37.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.4% |
| 7D | -0.3% | -5.2% | +4.9% | +1.6% |
| 30D | +2.6% | +14.9% | -12.3% | -2.6% |
| 3M | +16.3% | +58.4% | -42.1% | -0.5% |
| 6M | +6.4% | +35.5% | -29.1% | -5.5% |
| YTD | -11.4% | +18.6% | -30.1% | -19.2% |
| 1Y | -20.4% | -6.3% | -14.1% | -24.1% |
| 3Y | +56.5% | +20.2% | +36.3% | +43.0% |
| All | +56.5% | +18.9% | +37.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling