+48.3%
SRE vs VEEV
-14.9%
+63.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.7% | -8.2% | +7.6% | -0.2% |
| 30D | -1.7% | +10.3% | -12.0% | -2.5% |
| 3M | -7.1% | +59.4% | -66.4% | -10.2% |
| 6M | -8.4% | +37.6% | -46.0% | -10.5% |
| YTD | -3.5% | +16.9% | -20.4% | -4.5% |
| 1Y | +5.4% | -5.0% | +10.4% | +6.3% |
| 3Y | +29.5% | +18.5% | +11.1% | +26.4% |
| 5Y | +48.3% | -13.8% | +62.1% | +45.6% |
| All | +48.3% | -14.9% | +63.2% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling