-8.1%
SMR vs VEEV
+36.3%
-44.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.7% | +19.0% | +15.1% |
| 7D | +21.4% | -5.2% | +26.5% | +21.3% |
| 30D | +13.8% | +14.9% | -1.1% | +14.6% |
| 3M | +3.9% | +58.4% | -54.5% | +6.7% |
| All | -8.1% | +36.3% | -44.4% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling