+57.9%
SO vs VEEV
-15.0%
+72.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | 0.0% | -7.1% | +7.1% | +0.2% |
| 30D | -2.5% | +11.1% | -13.6% | -2.8% |
| 3M | -4.2% | +55.5% | -59.7% | -5.3% |
| 6M | -7.7% | +33.4% | -41.0% | -8.4% |
| YTD | +3.8% | +16.8% | -13.0% | +3.4% |
| 1Y | +0.1% | -7.7% | +7.8% | +0.6% |
| 3Y | +44.2% | +18.4% | +25.8% | +42.8% |
| 5Y | +57.9% | -14.8% | +72.7% | +55.0% |
| All | +57.9% | -15.0% | +72.9% | +55.0% |
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