+640.3%
VEEV vs A
+358.0%
+282.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | -0.6% | -1.9% | +1.4% | +0.5% |
| 30D | +28.8% | +6.9% | +21.9% | +24.3% |
| 3M | +54.0% | +9.2% | +44.8% | +46.1% |
| 6M | +46.0% | +25.7% | +20.3% | +26.4% |
| YTD | +23.2% | +11.5% | +11.7% | +14.0% |
| 1Y | +1.9% | +18.4% | -16.5% | -9.9% |
| 3Y | +27.0% | +26.6% | +0.4% | +2.6% |
| 5Y | -13.4% | -12.8% | -0.6% | -12.9% |
| 10Y | +575.2% | +247.2% | +328.1% | +175.9% |
| All | +640.3% | +358.0% | +282.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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