+363.5%
SE vs VEEV
+404.2%
-40.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | -20.9% | +1.4% | -22.3% | -21.8% |
| 3M | -38.9% | +19.4% | -58.2% | -45.9% |
| 6M | -19.4% | +93.6% | -113.0% | -47.2% |
| YTD | -40.9% | +35.1% | -76.0% | -52.7% |
| 1Y | -46.2% | +3.4% | -49.6% | -49.7% |
| 3Y | +63.7% | +81.4% | -17.7% | -4.2% |
| 5Y | -77.9% | -5.1% | -72.8% | -80.4% |
| All | +363.5% | +404.2% | -40.8% | +85.0% |
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 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