+60.7%
SE vs VEEV
+82.8%
-22.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -7.7% | -1.9% | -5.8% | -7.4% |
| 30D | -22.8% | +3.0% | -25.8% | -23.3% |
| 3M | -43.7% | +28.8% | -72.6% | -46.7% |
| 6M | -12.8% | +91.3% | -104.1% | -23.7% |
| YTD | -42.0% | +36.5% | -78.5% | -46.5% |
| 1Y | -48.0% | +1.9% | -49.9% | -50.2% |
| All | +60.7% | +82.8% | -22.0% | +76.0% |
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