+455.5%
SPY vs VEEV
+623.9%
-168.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.1% | +28.8% | -28.8% | -5.0% |
| 3M | +2.0% | +54.0% | -52.0% | -6.7% |
| 6M | +13.0% | +46.0% | -32.9% | +3.9% |
| YTD | +13.5% | +23.2% | -9.7% | +7.7% |
| 1Y | +20.0% | +1.9% | +18.1% | +17.8% |
| 3Y | +77.2% | +27.0% | +50.2% | +63.3% |
| 5Y | +81.9% | -13.4% | +95.3% | +75.4% |
| 10Y | +314.1% | +575.2% | -261.2% | +186.4% |
| All | +455.5% | +623.9% | -168.4% | +266.9% |
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