+2,038.9%
STX vs VEEV
+659.1%
+1,379.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +16.8% | -2.5% | +19.3% | +17.5% |
| 30D | -27.0% | +0.3% | -27.3% | -27.1% |
| 3M | -37.9% | +25.2% | -63.1% | -41.3% |
| 6M | -32.5% | +89.7% | -122.2% | -43.2% |
| YTD | +98.6% | +35.5% | +63.1% | +81.3% |
| 1Y | +93.6% | +1.8% | +91.7% | +90.8% |
| 3Y | +699.1% | +83.2% | +615.9% | +548.2% |
| 5Y | +481.0% | -4.8% | +485.8% | +446.3% |
| All | +2,038.9% | +659.1% | +1,379.9% | +927.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling