+339.2%
SYK vs VEEV
+586.8%
-247.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -8.2% | -4.1% | -10.8% |
| 30D | -22.4% | +10.3% | -32.8% | -24.2% |
| 3M | -12.3% | +59.4% | -71.7% | -20.4% |
| 6M | -24.3% | +37.6% | -61.9% | -29.7% |
| YTD | -22.8% | +16.9% | -39.7% | -26.1% |
| 1Y | -28.8% | -5.0% | -23.8% | -29.2% |
| 3Y | -4.0% | +18.5% | -22.4% | -10.4% |
| 5Y | +3.8% | -13.8% | +17.7% | +0.2% |
| 10Y | +172.8% | +547.0% | -374.1% | +89.6% |
| All | +339.2% | +586.8% | -247.6% | +195.1% |
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