-13.8%
VEEV vs ALB
-43.6%
+29.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.2% |
| 7D | -5.2% | -4.4% | -0.7% | -4.5% |
| 30D | +14.9% | -1.2% | +16.1% | +14.9% |
| 3M | +58.4% | -13.3% | +71.7% | +61.3% |
| 6M | +35.5% | -19.8% | +55.2% | +38.3% |
| YTD | +18.6% | -7.9% | +26.6% | +16.5% |
| 1Y | -6.3% | +60.2% | -66.5% | -19.5% |
| 3Y | +20.2% | -26.4% | +46.7% | +19.4% |
| 5Y | -13.8% | -42.5% | +28.7% | -14.4% |
| All | -13.8% | -43.6% | +29.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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