-35.7%
U vs VEEV
-1.1%
-34.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.1% |
| 7D | +5.5% | -4.6% | +10.1% | +9.3% |
| 30D | -1.3% | +8.6% | -9.9% | -9.8% |
| 3M | +64.6% | +62.4% | +2.2% | +7.7% |
| 6M | +119.4% | +40.3% | +79.1% | +59.8% |
| YTD | -0.5% | +17.5% | -18.0% | -14.7% |
| 1Y | +1.3% | -6.1% | +7.4% | +2.4% |
| 3Y | +15.6% | +16.7% | -1.1% | -12.8% |
| 5Y | -67.5% | -13.3% | -54.1% | -69.5% |
| All | -35.7% | -1.1% | -34.5% | -44.4% |
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