+1.9%
VEEV vs ACM
-45.3%
+47.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.7% |
| 30D | +3.0% | +19.7% | -16.7% | -2.3% |
| 3M | +28.8% | +5.3% | +23.5% | +26.2% |
| 6M | +91.3% | -10.8% | +102.1% | +94.8% |
| YTD | +36.5% | -25.1% | +61.6% | +47.1% |
| 1Y | +1.9% | -45.8% | +47.7% | +12.8% |
| All | +1.9% | -45.3% | +47.2% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling