-13.8%
VEEV vs ACM
+4.8%
-18.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | +14.9% | -12.9% | +27.8% | +21.1% |
| 3M | +58.4% | -6.4% | +64.7% | +61.4% |
| 6M | +35.5% | -29.2% | +64.7% | +55.8% |
| YTD | +18.6% | -29.9% | +48.6% | +36.3% |
| 1Y | -6.3% | -47.3% | +40.9% | +22.1% |
| 3Y | +20.2% | -19.6% | +39.8% | +22.8% |
| 5Y | -13.8% | +5.5% | -19.3% | -24.5% |
| All | -13.8% | +4.8% | -18.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling