+318.0%
SPYM vs VEEV
+556.2%
-238.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -4.6% | +3.8% | +0.3% |
| 30D | -1.1% | +8.6% | -9.7% | -3.3% |
| 3M | +3.9% | +62.4% | -58.5% | -7.8% |
| 6M | +13.6% | +40.3% | -26.6% | +3.7% |
| YTD | +12.7% | +17.5% | -4.8% | +7.0% |
| 1Y | +17.6% | -6.1% | +23.7% | +17.4% |
| 3Y | +77.2% | +16.7% | +60.6% | +63.6% |
| 5Y | +84.1% | -13.3% | +97.5% | +77.1% |
| All | +318.0% | +556.2% | -238.1% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling