-11.9%
SLB vs VEEV
+623.9%
-635.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.5% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +15.8% | +28.8% | -13.0% | +12.7% |
| 3M | -0.3% | +54.0% | -54.4% | -5.0% |
| 6M | +21.3% | +46.0% | -24.6% | +16.0% |
| YTD | +52.3% | +23.2% | +29.1% | +48.0% |
| 1Y | +63.6% | +1.9% | +61.7% | +62.2% |
| 3Y | +3.8% | +27.0% | -23.3% | -0.7% |
| 5Y | +128.6% | -13.4% | +142.0% | +123.9% |
| 10Y | -3.1% | +575.2% | -578.3% | -25.0% |
| All | -11.9% | +623.9% | -635.8% | -33.8% |
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