-90.8%
SNAP vs VEEV
-4.3%
-86.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -18.9% | +3.5% | -22.4% | -20.4% |
| 3M | -5.3% | +32.9% | -38.2% | -20.9% |
| 6M | -16.9% | +84.2% | -101.1% | -43.7% |
| YTD | -37.4% | +37.3% | -74.7% | -49.4% |
| 1Y | -38.5% | +3.9% | -42.4% | -41.3% |
| 3Y | -55.1% | +83.9% | -139.0% | -73.0% |
| 5Y | -90.8% | -4.3% | -86.5% | -91.6% |
| All | -90.8% | -4.3% | -86.5% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling