+656.7%
STM vs VEEV
+623.9%
+32.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.1% | +2.9% |
| 7D | +5.8% | -0.6% | +6.4% | +5.9% |
| 30D | -1.0% | +28.8% | -29.8% | -9.5% |
| 3M | -33.3% | +54.0% | -87.3% | -43.2% |
| 6M | +57.4% | +46.0% | +11.4% | +34.2% |
| YTD | +102.2% | +23.2% | +79.0% | +82.9% |
| 1Y | +99.6% | +1.9% | +97.7% | +92.2% |
| 3Y | +14.5% | +27.0% | -12.5% | -1.3% |
| 5Y | +21.4% | -13.4% | +34.8% | +15.6% |
| 10Y | +695.0% | +575.2% | +119.7% | +315.8% |
| All | +656.7% | +623.9% | +32.8% | +267.2% |
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