+122.1%
URI vs VEEV
+24.3%
+97.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -12.9% | +28.8% | -41.8% | -16.4% |
| 3M | -6.7% | +54.0% | -60.8% | -13.2% |
| 6M | +19.0% | +46.0% | -27.0% | +12.1% |
| YTD | +25.5% | +23.2% | +2.3% | +23.8% |
| 1Y | +5.5% | +1.9% | +3.7% | +9.2% |
| All | +122.1% | +24.3% | +97.8% | +108.0% |
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