+664.5%
STM vs VEEV
+538.1%
+126.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +1.7% | -7.1% | +8.8% | +4.5% |
| 30D | -5.2% | +11.1% | -16.3% | -9.6% |
| 3M | -29.6% | +55.5% | -85.1% | -42.1% |
| 6M | +54.4% | +33.4% | +21.0% | +33.0% |
| YTD | +99.5% | +16.8% | +82.7% | +81.3% |
| 1Y | +100.8% | -7.7% | +108.5% | +100.7% |
| 3Y | +20.2% | +18.4% | +1.8% | +3.3% |
| 5Y | +21.1% | -14.8% | +36.0% | +15.6% |
| 10Y | +664.5% | +546.5% | +118.0% | +203.4% |
| All | +664.5% | +538.1% | +126.4% | +203.4% |
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