+262.1%
SAP vs VEEV
+623.9%
-361.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +9.0% | +28.8% | -19.8% | +2.1% |
| 3M | +14.9% | +54.0% | -39.1% | +3.2% |
| 6M | +11.9% | +46.0% | -34.1% | +1.7% |
| YTD | -9.9% | +23.2% | -33.1% | -15.0% |
| 1Y | -19.5% | +1.9% | -21.4% | -21.0% |
| 3Y | +61.8% | +27.0% | +34.8% | +48.1% |
| 5Y | +56.2% | -13.4% | +69.6% | +50.5% |
| 10Y | +180.6% | +575.2% | -394.6% | +95.7% |
| All | +262.1% | +623.9% | -361.8% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling