-1.2%
VEEV vs ABCL
-81.9%
+80.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.0% |
| 7D | -7.1% | -2.7% | -4.4% | -6.7% |
| 30D | +11.1% | +18.3% | -7.2% | +8.2% |
| 3M | +55.5% | +108.5% | -53.0% | +37.6% |
| 6M | +33.4% | +213.9% | -180.6% | +10.1% |
| YTD | +16.8% | +223.1% | -206.3% | -4.7% |
| 1Y | -7.7% | +160.6% | -168.4% | -23.4% |
| 3Y | +18.4% | +104.3% | -85.9% | -3.5% |
| 5Y | -14.8% | -40.0% | +25.2% | -22.1% |
| All | -1.2% | -81.9% | +80.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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