+14.5%
VEEV vs ABCL
-81.0%
+95.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -2.5% | +4.4% | -6.9% | -3.1% |
| 30D | +0.3% | -7.9% | +8.1% | +0.9% |
| 3M | +25.2% | +12.2% | +13.0% | +21.9% |
| 6M | +89.7% | +134.7% | -45.0% | +63.0% |
| YTD | +35.5% | +239.8% | -204.3% | +8.9% |
| 1Y | +1.8% | +192.7% | -190.9% | -16.6% |
| 3Y | +83.2% | +187.6% | -104.4% | +40.7% |
| 5Y | -4.8% | -22.6% | +17.8% | -15.3% |
| All | +14.5% | -81.0% | +95.5% | +10.9% |
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