+2.2%
SPGI vs VEEV
-15.0%
+17.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.1% |
| 7D | -3.1% | -7.1% | +4.0% | -1.1% |
| 30D | +2.0% | +11.1% | -9.1% | -1.3% |
| 3M | +4.3% | +55.5% | -51.2% | -8.1% |
| 6M | -0.2% | +33.4% | -33.6% | -8.9% |
| YTD | -14.8% | +16.8% | -31.6% | -19.6% |
| 1Y | -18.5% | -7.7% | -10.8% | -18.7% |
| 3Y | +16.0% | +18.4% | -2.4% | +5.4% |
| 5Y | +2.2% | -14.8% | +17.0% | +1.7% |
| All | +2.2% | -15.0% | +17.2% | +1.7% |
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