-13.8%
VEEV vs ABCL
-39.9%
+26.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | +14.9% | +65.1% | -50.2% | +5.0% |
| 3M | +58.4% | +111.1% | -52.7% | +37.8% |
| 6M | +35.5% | +231.6% | -196.1% | +8.2% |
| YTD | +18.6% | +234.5% | -215.9% | -6.2% |
| 1Y | -6.3% | +174.3% | -180.7% | -24.8% |
| 3Y | +20.2% | +111.5% | -91.2% | -4.6% |
| 5Y | -13.8% | -37.3% | +23.5% | -20.1% |
| All | -13.8% | -39.9% | +26.1% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling