+199.4%
SW vs VEEV
+717.4%
-518.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.6% | +3.8% |
| 7D | +12.1% | -2.3% | +14.3% | +12.3% |
| 30D | +6.6% | +9.6% | -3.0% | +5.5% |
| 3M | -6.0% | +46.6% | -52.6% | -9.9% |
| 6M | +21.5% | +82.5% | -61.0% | +13.5% |
| YTD | +20.3% | +39.2% | -18.8% | +15.4% |
| 1Y | +28.1% | +5.8% | +22.3% | +26.4% |
| 3Y | +51.6% | +59.6% | -8.0% | +42.0% |
| 5Y | -0.1% | -2.9% | +2.8% | -4.6% |
| 10Y | +189.7% | +727.5% | -537.7% | +155.2% |
| All | +199.4% | +717.4% | -518.1% | +162.8% |
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 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