+669.4%
VEEV vs ACM
+130.8%
+538.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.9% |
| 30D | +3.0% | +19.7% | -16.7% | -2.9% |
| 3M | +28.8% | +5.3% | +23.5% | +26.0% |
| 6M | +91.3% | -10.8% | +102.1% | +96.1% |
| YTD | +36.5% | -25.1% | +61.6% | +47.7% |
| 1Y | +1.9% | -45.8% | +47.7% | +22.0% |
| 3Y | +84.6% | -9.4% | +94.0% | +85.2% |
| 5Y | -2.6% | +4.8% | -7.4% | -6.7% |
| 10Y | +669.4% | +129.8% | +539.7% | +457.5% |
| All | +669.4% | +130.8% | +538.6% | +457.5% |
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