+162.2%
USB vs VEEV
+623.9%
-461.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -1.3% | +28.8% | -30.1% | -4.9% |
| 3M | +15.2% | +54.0% | -38.8% | +8.1% |
| 6M | +18.8% | +46.0% | -27.1% | +11.9% |
| YTD | +21.0% | +23.2% | -2.2% | +16.5% |
| 1Y | +34.0% | +1.9% | +32.2% | +32.3% |
| 3Y | +95.3% | +27.0% | +68.3% | +84.7% |
| 5Y | +40.4% | -13.4% | +53.8% | +36.2% |
| 10Y | +107.3% | +575.2% | -467.9% | +47.5% |
| All | +162.2% | +623.9% | -461.7% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling