+524.1%
SHW vs VEEV
+623.9%
-99.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.1% |
| 7D | -3.2% | -0.6% | -2.7% | -3.2% |
| 30D | -9.5% | +28.8% | -38.4% | -14.5% |
| 3M | +11.5% | +54.0% | -42.6% | +1.4% |
| 6M | -3.5% | +46.0% | -49.5% | -11.9% |
| YTD | +3.7% | +23.2% | -19.5% | -2.1% |
| 1Y | -7.9% | +1.9% | -9.8% | -9.8% |
| 3Y | +24.7% | +27.0% | -2.3% | +14.1% |
| 5Y | +13.6% | -13.4% | +27.0% | +9.1% |
| 10Y | +283.0% | +575.2% | -292.3% | +153.1% |
| All | +524.1% | +623.9% | -99.8% | +293.4% |
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 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