+1,802.9%
TER vs VEEV
+552.6%
+1,250.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +9.4% | -8.2% | +17.6% | +12.6% |
| 30D | -2.4% | +10.3% | -12.7% | -6.7% |
| 3M | +6.5% | +59.4% | -52.8% | -13.8% |
| 6M | +23.2% | +37.6% | -14.4% | +4.1% |
| YTD | +91.5% | +16.9% | +74.6% | +71.6% |
| 1Y | +214.8% | -5.0% | +219.8% | +207.9% |
| 3Y | +275.3% | +18.5% | +256.9% | +220.4% |
| 5Y | +211.9% | -13.8% | +225.7% | +194.7% |
| All | +1,802.9% | +552.6% | +1,250.3% | +682.4% |
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