+294.4%
SO vs VEEV
+702.0%
-407.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | -1.9% | +2.7% | +0.9% |
| 30D | +7.8% | +3.0% | +4.8% | +7.6% |
| 3M | +2.9% | +28.8% | -25.9% | +1.2% |
| 6M | +2.5% | +91.3% | -88.8% | -1.9% |
| YTD | +10.3% | +36.5% | -26.3% | +7.7% |
| 1Y | +6.4% | +1.9% | +4.5% | +5.9% |
| 3Y | +52.8% | +84.6% | -31.8% | +44.8% |
| 5Y | +78.7% | -2.6% | +81.3% | +75.4% |
| 10Y | +196.3% | +669.4% | -473.1% | +168.7% |
| All | +294.4% | +702.0% | -407.6% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling