-9.2%
STM vs VEEV
-4.3%
-4.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -14.4% | +3.5% | -17.9% | -15.5% |
| 3M | -20.5% | +32.9% | -53.4% | -27.8% |
| 6M | -24.5% | +84.2% | -108.7% | -39.5% |
| YTD | +72.7% | +37.3% | +35.4% | +53.7% |
| 1Y | +91.0% | +3.9% | +87.1% | +89.6% |
| 3Y | +13.5% | +83.9% | -70.4% | -15.2% |
| 5Y | -9.2% | -4.3% | -4.9% | -15.2% |
| All | -9.2% | -4.3% | -4.9% | -15.2% |
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 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