+16.0%
VEEV vs ABCL
-79.5%
+95.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.2% |
| 7D | -0.2% | +12.4% | -12.6% | -2.0% |
| 30D | +3.5% | -0.4% | +3.8% | +3.1% |
| 3M | +32.9% | +80.4% | -47.4% | +20.2% |
| 6M | +84.2% | +138.5% | -54.3% | +57.9% |
| YTD | +37.3% | +265.5% | -228.2% | +9.3% |
| 1Y | +3.9% | +219.7% | -215.8% | -15.9% |
| 3Y | +83.9% | +209.4% | -125.5% | +39.9% |
| 5Y | -4.3% | -15.0% | +10.7% | -15.9% |
| All | +16.0% | -79.5% | +95.5% | +11.3% |
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