+273.5%
SHW vs VEEV
+552.6%
-279.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.5% | -8.2% | +3.8% | -2.5% |
| 30D | -12.7% | +10.3% | -23.0% | -15.1% |
| 3M | +4.7% | +59.4% | -54.7% | -7.1% |
| 6M | -3.4% | +37.6% | -41.0% | -11.9% |
| YTD | -1.3% | +16.9% | -18.2% | -6.6% |
| 1Y | -10.4% | -5.0% | -5.4% | -10.8% |
| 3Y | +20.1% | +18.5% | +1.6% | +9.8% |
| 5Y | +10.5% | -13.8% | +24.3% | +5.9% |
| All | +273.5% | +552.6% | -279.1% | +98.2% |
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 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