+589.4%
SE vs VEEV
+360.0%
+229.3%
-90.5%
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% | +1.0% |
| 7D | -6.1% | -0.6% | -5.5% | -6.0% |
| 30D | -2.5% | +28.8% | -31.3% | -17.3% |
| 3M | +21.7% | +54.0% | -32.3% | -7.6% |
| 6M | +27.0% | +46.0% | -19.0% | -1.9% |
| YTD | -12.1% | +23.2% | -35.4% | -25.4% |
| 1Y | -40.9% | +1.9% | -42.8% | -44.4% |
| 3Y | +191.0% | +27.0% | +164.0% | +115.7% |
| 5Y | -68.3% | -13.4% | -54.9% | -70.2% |
| All | +589.4% | +360.0% | +229.3% | +192.0% |
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 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