+1,271.8%
URI vs VEEV
+538.1%
+733.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | +5.0% | -7.1% | +12.1% | +7.0% |
| 30D | -9.4% | +11.1% | -20.5% | -12.6% |
| 3M | -5.8% | +55.5% | -61.3% | -18.1% |
| 6M | +25.8% | +33.4% | -7.5% | +13.4% |
| YTD | +27.9% | +16.8% | +11.1% | +19.7% |
| 1Y | +9.7% | -7.7% | +17.5% | +10.1% |
| 3Y | +128.0% | +18.4% | +109.6% | +105.9% |
| 5Y | +212.4% | -14.8% | +227.2% | +200.3% |
| 10Y | +1,271.8% | +546.5% | +725.3% | +471.5% |
| All | +1,271.8% | +538.1% | +733.7% | +471.5% |
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