+27.7%
VEEV vs ADVB
-96.8%
+124.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.3% | -0.6% |
| 7D | -0.7% | +27.8% | -28.5% | -0.3% |
| 30D | +1.4% | -50.8% | +52.2% | +0.7% |
| 3M | +19.4% | -70.5% | +89.9% | +17.9% |
| 6M | +93.6% | -46.7% | +140.4% | +92.1% |
| YTD | +35.1% | -56.7% | +91.8% | +34.5% |
| 1Y | +3.4% | -71.8% | +75.1% | +2.6% |
| All | +27.7% | -96.8% | +124.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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