+720.2%
VEEV vs ACM
+135.8%
+584.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +28.8% | +5.3% | +23.5% | +25.8% |
| 6M | +91.3% | -10.8% | +102.1% | +96.3% |
| YTD | +36.5% | -25.1% | +61.6% | +48.2% |
| 1Y | +1.9% | -45.8% | +47.7% | +23.0% |
| 3Y | +84.6% | -9.4% | +94.0% | +85.0% |
| 5Y | -2.6% | +4.8% | -7.4% | -7.2% |
| 10Y | +669.4% | +129.8% | +539.7% | +419.0% |
| All | +720.2% | +135.8% | +584.4% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling