-14.4%
SMR vs VEEV
+15.7%
-30.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.9% |
| 7D | -11.2% | -4.6% | -6.6% | -10.0% |
| 30D | -10.2% | +8.6% | -18.9% | -13.2% |
| 3M | -10.0% | +62.4% | -72.5% | -26.2% |
| 6M | -30.5% | +40.3% | -70.7% | -39.9% |
| YTD | -39.2% | +17.5% | -56.8% | -43.6% |
| 1Y | -75.5% | -6.1% | -69.4% | -75.2% |
| 3Y | +45.4% | +16.7% | +28.8% | +30.3% |
| All | -14.4% | +15.7% | -30.1% | -26.3% |
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