+210.0%
SHEL vs VEEV
+556.2%
-346.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +4.1% | -4.6% | +8.7% | +4.5% |
| 30D | +8.4% | +8.6% | -0.3% | +7.4% |
| 3M | +13.7% | +62.4% | -48.7% | +8.6% |
| 6M | +12.7% | +40.3% | -27.5% | +8.8% |
| YTD | +35.3% | +17.5% | +17.8% | +32.6% |
| 1Y | +39.4% | -6.1% | +45.5% | +39.5% |
| 3Y | +71.5% | +16.7% | +54.8% | +65.8% |
| 5Y | +195.0% | -13.3% | +208.4% | +190.3% |
| All | +210.0% | +556.2% | -346.2% | +134.7% |
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