+293.4%
SO vs VEEV
+693.5%
-400.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +4.7% | +1.4% | +3.3% | +4.6% |
| 3M | +1.7% | +19.4% | -17.7% | +0.5% |
| 6M | +2.2% | +93.6% | -91.5% | -2.2% |
| YTD | +10.0% | +35.1% | -25.1% | +7.5% |
| 1Y | +6.0% | +3.4% | +2.7% | +5.5% |
| 3Y | +54.1% | +81.4% | -27.3% | +46.2% |
| 5Y | +79.6% | -5.1% | +84.7% | +76.7% |
| 10Y | +195.5% | +661.2% | -465.8% | +168.1% |
| All | +293.4% | +693.5% | -400.1% | +259.5% |
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