+2,941.1%
SHOP vs VEEV
+552.6%
+2,388.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -13.2% | -8.2% | -5.0% | -7.2% |
| 30D | -17.0% | +10.3% | -27.4% | -24.1% |
| 3M | +17.0% | +59.4% | -42.4% | -19.8% |
| 6M | -2.1% | +37.6% | -39.7% | -25.1% |
| YTD | -21.4% | +16.9% | -38.3% | -31.6% |
| 1Y | -11.0% | -5.0% | -6.0% | -10.5% |
| 3Y | +100.9% | +18.5% | +82.5% | +58.2% |
| 5Y | -14.7% | -13.8% | -0.9% | -13.0% |
| All | +2,941.1% | +552.6% | +2,388.5% | +820.5% |
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