-17.3%
SLB vs VEEV
+664.3%
-681.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +0.8% | -5.0% | -4.4% |
| 30D | +1.9% | +3.2% | -1.2% | +1.5% |
| 3M | -5.7% | +30.2% | -35.9% | -8.8% |
| 6M | -5.3% | +83.7% | -89.0% | -12.3% |
| YTD | +32.2% | +36.9% | -4.7% | +26.4% |
| 1Y | +38.5% | +3.3% | +35.2% | +37.2% |
| 3Y | +1.1% | +85.1% | -84.0% | -8.0% |
| 5Y | +70.3% | -2.6% | +72.9% | +64.6% |
| 10Y | -17.3% | +676.7% | -694.0% | -38.4% |
| All | -17.3% | +664.3% | -681.5% | -38.4% |
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 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