+463.1%
STM vs VEEV
+676.3%
-213.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.6% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | -8.4% | +3.0% | -11.4% | -9.7% |
| 3M | -15.8% | +28.8% | -44.6% | -24.6% |
| 6M | -22.8% | +91.3% | -114.1% | -42.2% |
| YTD | +79.4% | +36.5% | +42.8% | +52.6% |
| 1Y | +97.0% | +1.9% | +95.1% | +89.5% |
| 3Y | +14.2% | +84.6% | -70.4% | -18.8% |
| 5Y | -4.5% | -2.6% | -1.9% | -13.7% |
| 10Y | +463.1% | +669.4% | -206.4% | +123.1% |
| All | +463.1% | +676.3% | -213.2% | +123.1% |
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