+676.7%
VEEV vs ACWI
+220.7%
+456.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.8% | -0.2% | +0.9% | +0.7% |
| 30D | +3.2% | -3.3% | +6.5% | +6.6% |
| 3M | +30.2% | -3.4% | +33.6% | +34.6% |
| 6M | +83.7% | +0.8% | +82.9% | +80.3% |
| YTD | +36.9% | +10.7% | +26.2% | +20.6% |
| 1Y | +3.3% | +11.6% | -8.3% | -9.9% |
| 3Y | +85.1% | +73.4% | +11.7% | -3.3% |
| 5Y | -2.6% | +60.2% | -62.8% | -43.4% |
| 10Y | +676.7% | +221.6% | +455.1% | +98.4% |
| All | +676.7% | +220.7% | +456.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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