+70.0%
SHEL vs VEEV
+18.3%
+51.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | -8.2% | +12.2% | +3.9% |
| 30D | +7.0% | +10.3% | -3.4% | +6.9% |
| 3M | +12.5% | +59.4% | -46.9% | +12.4% |
| 6M | +14.8% | +37.6% | -22.8% | +14.8% |
| YTD | +34.2% | +16.9% | +17.3% | +34.3% |
| 1Y | +37.0% | -5.0% | +42.0% | +38.1% |
| All | +70.0% | +18.3% | +51.7% | +75.6% |
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