+149.5%
USB vs VEEV
+716.1%
-566.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +4.3% | +9.4% | -5.1% | +3.0% |
| 3M | -6.1% | +45.2% | -51.3% | -11.0% |
| 6M | +9.4% | +81.1% | -71.7% | +0.1% |
| YTD | +15.2% | +38.9% | -23.7% | +9.0% |
| 1Y | +32.8% | +5.0% | +27.7% | +30.6% |
| 3Y | +91.3% | +59.4% | +31.9% | +75.5% |
| 5Y | +22.7% | -2.7% | +25.4% | +17.1% |
| 10Y | +97.0% | +726.1% | -629.0% | +36.6% |
| All | +149.5% | +716.1% | -566.5% | +65.9% |
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