-78.2%
SNAP vs VEEV
+580.3%
-658.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | -9.8% | -1.9% | -7.9% | -8.8% |
| 30D | -18.2% | +3.0% | -21.2% | -19.4% |
| 3M | -3.1% | +28.8% | -31.9% | -16.7% |
| 6M | -7.1% | +91.3% | -98.4% | -36.6% |
| YTD | -33.8% | +36.5% | -70.4% | -45.6% |
| 1Y | -39.0% | +1.9% | -40.9% | -41.3% |
| 3Y | -52.8% | +84.6% | -137.4% | -69.4% |
| 5Y | -90.0% | -2.6% | -87.4% | -91.0% |
| All | -78.2% | +580.3% | -658.5% | -90.1% |
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