+445.4%
SPY vs VEEV
+693.5%
-248.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | -2.0% | +1.4% | -3.4% | -2.3% |
| 3M | -2.8% | +19.4% | -22.1% | -6.4% |
| 6M | +2.1% | +93.6% | -91.5% | -10.8% |
| YTD | +11.5% | +35.1% | -23.6% | +3.8% |
| 1Y | +13.5% | +3.4% | +10.1% | +11.2% |
| 3Y | +77.7% | +81.4% | -3.7% | +52.9% |
| 5Y | +72.6% | -5.1% | +77.7% | +63.5% |
| 10Y | +308.2% | +661.2% | -353.1% | +176.3% |
| All | +445.4% | +693.5% | -248.1% | +253.6% |
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