+484.0%
V vs VEEV
+656.9%
-172.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +9.0% | +1.4% | +7.6% | +8.5% |
| 3M | +16.7% | +19.4% | -2.6% | +10.9% |
| 6M | +33.4% | +93.6% | -60.2% | +11.1% |
| YTD | +22.4% | +35.1% | -12.7% | +11.2% |
| 1Y | +27.7% | +3.4% | +24.3% | +24.3% |
| 3Y | +78.0% | +81.4% | -3.4% | +44.2% |
| 5Y | +108.5% | -5.1% | +113.6% | +96.4% |
| All | +484.0% | +656.9% | -172.9% | +200.7% |
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