+147.4%
URI vs VEEV
+56.3%
+91.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -9.8% | -2.9% | -6.8% | -9.5% |
| 30D | +1.7% | +7.5% | -5.8% | +0.8% |
| 3M | -9.1% | +39.5% | -48.5% | -13.3% |
| 6M | +9.9% | +81.5% | -71.6% | -0.2% |
| YTD | +31.2% | +36.1% | -4.8% | +28.2% |
| 1Y | +25.9% | +4.3% | +21.6% | +31.9% |
| 3Y | +147.4% | +54.8% | +92.5% | +127.7% |
| All | +147.4% | +56.3% | +91.1% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling