+21.1%
STM vs VEEV
+18.9%
+2.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | +5.2% | -5.2% | +10.4% | +6.0% |
| 30D | -7.4% | +14.9% | -22.3% | -9.5% |
| 3M | -30.6% | +58.4% | -89.0% | -36.1% |
| 6M | +66.4% | +35.5% | +30.9% | +58.9% |
| YTD | +101.1% | +18.6% | +82.5% | +100.2% |
| 1Y | +97.4% | -6.3% | +103.7% | +110.7% |
| 3Y | +21.1% | +20.2% | +0.9% | +16.3% |
| All | +21.1% | +18.9% | +2.2% | +16.3% |
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