+113.8%
SYY vs VEEV
+556.2%
-442.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +3.9% | -4.6% | +8.6% | +4.5% |
| 30D | -1.7% | +8.6% | -10.4% | -2.9% |
| 3M | +5.2% | +62.4% | -57.3% | -1.0% |
| 6M | -0.2% | +40.3% | -40.5% | -4.8% |
| YTD | +15.4% | +17.5% | -2.2% | +12.3% |
| 1Y | +5.6% | -6.1% | +11.7% | +5.6% |
| 3Y | +28.9% | +16.7% | +12.2% | +23.4% |
| 5Y | +24.1% | -13.3% | +37.4% | +20.1% |
| All | +113.8% | +556.2% | -442.3% | +43.2% |
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