+57.8%
T vs VEEV
-4.9%
+62.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | -0.7% | +3.3% | +2.6% |
| 30D | -3.8% | +1.4% | -5.2% | -3.8% |
| 3M | -8.7% | +19.4% | -28.1% | -9.2% |
| 6M | -8.1% | +93.6% | -101.7% | -9.9% |
| YTD | -6.4% | +35.1% | -41.5% | -7.3% |
| 1Y | -9.8% | +3.4% | -13.1% | -9.5% |
| 3Y | +65.5% | +81.4% | -15.9% | +60.0% |
| All | +57.8% | -4.9% | +62.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling