+178.3%
SHEL vs VEEV
+596.9%
-418.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.9% |
| 7D | +1.9% | -5.2% | +7.1% | +2.4% |
| 30D | +8.7% | +14.9% | -6.3% | +7.1% |
| 3M | +11.0% | +58.4% | -47.4% | +6.0% |
| 6M | +14.6% | +35.5% | -20.9% | +10.7% |
| YTD | +33.3% | +18.6% | +14.6% | +30.2% |
| 1Y | +37.9% | -6.3% | +44.2% | +37.8% |
| 3Y | +69.7% | +20.2% | +49.5% | +63.4% |
| 5Y | +190.2% | -13.8% | +204.0% | +184.7% |
| 10Y | +197.0% | +542.0% | -345.0% | +122.5% |
| All | +178.3% | +596.9% | -418.6% | +97.2% |
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