+657.9%
VEEV vs ACM
+131.3%
+526.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.5% | +5.1% | -7.6% | -4.1% |
| 30D | +0.3% | +18.7% | -18.4% | -5.3% |
| 3M | +25.2% | +15.5% | +9.8% | +19.1% |
| 6M | +89.7% | +1.2% | +88.5% | +87.3% |
| YTD | +35.5% | -25.2% | +60.7% | +46.9% |
| 1Y | +1.8% | -46.3% | +48.1% | +22.8% |
| 3Y | +83.2% | -9.6% | +92.7% | +83.7% |
| 5Y | -4.8% | +4.4% | -9.2% | -8.9% |
| All | +657.9% | +131.3% | +526.6% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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