+1,876.8%
UMC vs VEEV
+586.3%
+1,290.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | -7.1% | +20.7% | +15.0% |
| 30D | +20.8% | +11.1% | +9.6% | +17.9% |
| 3M | +16.1% | +55.5% | -39.4% | +5.4% |
| 6M | +137.3% | +33.4% | +103.9% | +121.1% |
| YTD | +193.8% | +16.8% | +176.9% | +180.3% |
| 1Y | +236.1% | -7.7% | +243.8% | +236.0% |
| 3Y | +267.1% | +18.4% | +248.7% | +240.6% |
| 5Y | +145.3% | -14.8% | +160.1% | +135.3% |
| 10Y | +1,857.3% | +546.5% | +1,310.8% | +1,322.4% |
| All | +1,876.8% | +586.3% | +1,290.5% | +1,270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling