+144.1%
UMC vs VEEV
-13.7%
+157.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +9.0% | -4.6% | +13.6% | +9.9% |
| 30D | +17.2% | +8.6% | +8.6% | +14.7% |
| 3M | +11.4% | +62.4% | -51.0% | -1.6% |
| 6M | +137.5% | +40.3% | +97.3% | +116.9% |
| YTD | +193.1% | +17.5% | +175.6% | +179.9% |
| 1Y | +240.3% | -6.1% | +246.4% | +245.7% |
| 3Y | +262.2% | +16.7% | +245.5% | +232.3% |
| All | +144.1% | -13.7% | +157.9% | +127.2% |
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 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