+741.3%
V vs VEEV
+623.9%
+117.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +2.0% | +28.8% | -26.9% | -4.0% |
| 3M | +17.4% | +54.0% | -36.7% | +6.0% |
| 6M | +17.5% | +46.0% | -28.5% | +6.8% |
| YTD | +7.6% | +23.2% | -15.6% | +1.3% |
| 1Y | +7.7% | +1.9% | +5.9% | +5.4% |
| 3Y | +54.7% | +27.0% | +27.6% | +40.7% |
| 5Y | +73.0% | -13.4% | +86.4% | +66.6% |
| 10Y | +390.9% | +575.2% | -184.4% | +211.1% |
| All | +741.3% | +623.9% | +117.4% | +406.9% |
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