+640.3%
VEEV vs ACM
+122.3%
+518.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -0.6% | -3.7% | +3.2% | +0.7% |
| 30D | +28.8% | -11.1% | +39.9% | +33.4% |
| 3M | +54.0% | -8.0% | +62.0% | +57.4% |
| 6M | +46.0% | -29.7% | +75.6% | +62.7% |
| YTD | +23.2% | -29.4% | +52.6% | +36.8% |
| 1Y | +1.9% | -46.4% | +48.3% | +23.7% |
| 3Y | +27.0% | -22.3% | +49.4% | +34.2% |
| 5Y | -13.4% | +4.5% | -17.9% | -17.1% |
| 10Y | +575.2% | +127.6% | +447.6% | +355.6% |
| All | +640.3% | +122.3% | +518.0% | +396.3% |
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