+539.9%
STRL vs VEEV
+18.9%
+521.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +7.0% | +3.4% |
| 7D | +10.1% | -5.2% | +15.3% | +10.4% |
| 30D | -8.2% | +14.9% | -23.1% | -9.0% |
| 3M | -43.7% | +58.4% | -102.0% | -46.3% |
| 6M | +27.1% | +35.5% | -8.4% | +24.8% |
| YTD | +64.0% | +18.6% | +45.4% | +66.4% |
| 1Y | +75.2% | -6.3% | +81.5% | +91.4% |
| 3Y | +539.9% | +20.2% | +519.7% | +530.7% |
| All | +539.9% | +18.9% | +521.0% | +530.7% |
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