+187.7%
SRE vs VEEV
+596.9%
-409.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.0% |
| 7D | +1.4% | -5.2% | +6.6% | +1.9% |
| 30D | +1.9% | +14.9% | -13.0% | +0.4% |
| 3M | -3.3% | +58.4% | -61.6% | -7.7% |
| 6M | -6.4% | +35.5% | -41.9% | -9.6% |
| YTD | -1.8% | +18.6% | -20.5% | -4.0% |
| 1Y | +10.7% | -6.3% | +17.1% | +10.8% |
| 3Y | +31.8% | +20.2% | +11.6% | +27.1% |
| 5Y | +49.2% | -13.8% | +63.0% | +46.4% |
| 10Y | +118.5% | +542.0% | -423.5% | +78.8% |
| All | +187.7% | +596.9% | -409.3% | +131.2% |
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