+77.2%
SPYM vs VEEV
+18.9%
+58.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.8% | -4.6% | +3.8% | -0.2% |
| 30D | -1.1% | +8.6% | -9.7% | -2.3% |
| 3M | +3.9% | +62.4% | -58.5% | -2.9% |
| 6M | +13.6% | +40.3% | -26.6% | +8.3% |
| YTD | +12.7% | +17.5% | -4.8% | +10.3% |
| 1Y | +17.6% | -6.1% | +23.7% | +19.1% |
| 3Y | +77.2% | +16.7% | +60.6% | +71.7% |
| All | +77.2% | +18.9% | +58.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling