+3,781.0%
SHOP vs VEEV
+656.9%
+3,124.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -14.7% | +1.4% | -16.1% | -15.7% |
| 3M | -7.2% | +19.4% | -26.6% | -20.3% |
| 6M | +54.2% | +93.6% | -39.4% | -9.7% |
| YTD | -8.6% | +35.1% | -43.7% | -29.2% |
| 1Y | +0.5% | +3.4% | -2.9% | -5.3% |
| 3Y | +135.9% | +81.4% | +54.6% | +32.2% |
| 5Y | -11.9% | -5.1% | -6.8% | -17.1% |
| All | +3,781.0% | +656.9% | +3,124.2% | +936.5% |
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