+41.2%
USB vs VEEV
-13.1%
+54.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -1.3% | +28.8% | -30.1% | -5.6% |
| 3M | +15.2% | +54.0% | -38.8% | +6.7% |
| 6M | +18.8% | +46.0% | -27.1% | +10.6% |
| YTD | +21.0% | +23.2% | -2.2% | +16.0% |
| 1Y | +34.0% | +1.9% | +32.2% | +32.7% |
| 3Y | +95.3% | +27.0% | +68.3% | +82.1% |
| All | +41.2% | -13.1% | +54.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling