+10.2%
SHW vs VEEV
-4.9%
+15.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +8.1% | +1.4% | +6.7% | +7.7% |
| 3M | -2.8% | +19.4% | -22.1% | -6.5% |
| 6M | +15.0% | +93.6% | -78.6% | -0.4% |
| YTD | +9.0% | +35.1% | -26.1% | +1.5% |
| 1Y | +4.5% | +3.4% | +1.1% | +3.5% |
| 3Y | +41.9% | +81.4% | -39.5% | +18.9% |
| All | +10.2% | -4.9% | +15.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling