+539.7%
VEEV vs ACM
+131.7%
+408.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.6% |
| 7D | -8.2% | -5.9% | -2.3% | -6.4% |
| 30D | +10.3% | -6.2% | +16.5% | +12.3% |
| 3M | +59.4% | -7.9% | +67.3% | +62.6% |
| 6M | +37.6% | -30.6% | +68.2% | +53.2% |
| YTD | +16.9% | -33.3% | +50.2% | +31.5% |
| 1Y | -5.0% | -49.2% | +44.2% | +16.2% |
| 3Y | +18.5% | -23.5% | +41.9% | +25.6% |
| 5Y | -13.8% | +0.9% | -14.8% | -15.9% |
| All | +539.7% | +131.7% | +408.0% | +364.1% |
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