+546.3%
STM vs VEEV
+706.3%
-160.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.6% |
| 3M | -20.5% | +32.9% | -53.4% | -28.5% |
| 6M | -24.5% | +84.2% | -108.7% | -40.3% |
| YTD | +72.7% | +37.3% | +35.4% | +49.8% |
| 1Y | +91.0% | +3.9% | +87.1% | +82.6% |
| 3Y | +13.5% | +83.9% | -70.4% | -14.3% |
| 5Y | -9.2% | -4.3% | -4.9% | -16.8% |
| 10Y | +422.5% | +669.1% | -246.5% | +161.1% |
| All | +546.3% | +706.3% | -160.0% | +200.9% |
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