+228.4%
UNH vs VEEV
+556.2%
-327.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -4.5% | -4.6% | +0.1% | -3.8% |
| 30D | -6.5% | +8.6% | -15.2% | -8.1% |
| 3M | -6.0% | +62.4% | -68.4% | -13.8% |
| 6M | +33.7% | +40.3% | -6.6% | +25.0% |
| YTD | +16.4% | +17.5% | -1.2% | +12.1% |
| 1Y | +10.1% | -6.1% | +16.2% | +10.0% |
| 3Y | -16.3% | +16.7% | -33.0% | -20.9% |
| 5Y | +2.1% | -13.3% | +15.5% | +0.2% |
| All | +228.4% | +556.2% | -327.8% | +98.4% |
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