+19.6%
SW vs VEEV
+27.6%
-8.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +1.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | +28.8% | -33.4% | -8.3% |
| 3M | +9.4% | +54.0% | -44.6% | +2.3% |
| 6M | +3.5% | +46.0% | -42.4% | -2.6% |
| YTD | +22.0% | +23.2% | -1.2% | +18.1% |
| 1Y | +2.2% | +1.9% | +0.3% | +2.2% |
| All | +19.6% | +27.6% | -8.0% | +12.8% |
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