+1,770.3%
SMCI vs VEEV
+556.2%
+1,214.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.1% |
| 7D | +1.3% | -4.6% | +5.9% | +2.8% |
| 30D | +6.6% | +8.6% | -2.0% | +3.3% |
| 3M | +25.4% | +62.4% | -37.0% | +4.9% |
| 6M | +26.1% | +40.3% | -14.1% | +10.6% |
| YTD | +37.0% | +17.5% | +19.5% | +27.4% |
| 1Y | -8.8% | -6.1% | -2.7% | -8.6% |
| 3Y | +44.6% | +16.7% | +27.9% | +32.9% |
| 5Y | +995.9% | -13.3% | +1,009.3% | +948.2% |
| All | +1,770.3% | +556.2% | +1,214.2% | +930.6% |
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