+81.3%
USB vs VEEV
+656.9%
-575.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +8.4% | +1.4% | +7.0% | +8.1% |
| 3M | -5.5% | +19.4% | -24.9% | -8.2% |
| 6M | +17.7% | +93.6% | -75.9% | +6.1% |
| YTD | +17.6% | +35.1% | -17.5% | +11.4% |
| 1Y | +33.9% | +3.4% | +30.5% | +32.0% |
| 3Y | +103.8% | +81.4% | +22.5% | +82.8% |
| 5Y | +25.6% | -5.1% | +30.7% | +19.6% |
| All | +81.3% | +656.9% | -575.5% | +22.7% |
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 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