+76.7%
UPS vs VEEV
+596.9%
-520.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -1.2% |
| 7D | -2.1% | -5.2% | +3.0% | -1.3% |
| 30D | -2.3% | +14.9% | -17.2% | -4.6% |
| 3M | -5.2% | +58.4% | -63.6% | -12.2% |
| 6M | +1.4% | +35.5% | -34.1% | -4.1% |
| YTD | +6.1% | +18.6% | -12.5% | +2.2% |
| 1Y | +27.0% | -6.3% | +33.3% | +26.8% |
| 3Y | -25.9% | +20.2% | -46.1% | -30.2% |
| 5Y | -34.6% | -13.8% | -20.8% | -36.7% |
| 10Y | +36.2% | +542.0% | -505.9% | +3.4% |
| All | +76.7% | +596.9% | -520.3% | +31.2% |
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 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