+137.3%
UMC vs VEEV
+34.2%
+103.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.6% |
| 7D | +13.6% | -7.1% | +20.7% | +11.6% |
| 30D | +20.8% | +11.1% | +9.6% | +24.4% |
| 3M | +16.1% | +55.5% | -39.4% | +29.9% |
| 6M | +137.3% | +33.4% | +103.9% | +178.6% |
| All | +137.3% | +34.2% | +103.1% | +178.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling