+653.9%
SPGI vs VEEV
+596.9%
+56.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.2% |
| 30D | +5.4% | +14.9% | -9.5% | +1.4% |
| 3M | +9.0% | +58.4% | -49.3% | -3.3% |
| 6M | +0.8% | +35.5% | -34.7% | -7.5% |
| YTD | -12.6% | +18.6% | -31.2% | -17.2% |
| 1Y | -16.1% | -6.3% | -9.8% | -16.3% |
| 3Y | +19.0% | +20.2% | -1.2% | +9.1% |
| 5Y | +5.1% | -13.8% | +18.9% | +1.0% |
| 10Y | +295.5% | +542.0% | -246.6% | +148.2% |
| All | +653.9% | +596.9% | +56.9% | +338.6% |
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 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