+640.3%
VEEV vs ALB
+135.5%
+504.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.2% | -2.3% |
| 7D | -0.6% | -8.1% | +7.5% | +1.2% |
| 30D | +28.8% | +6.3% | +22.6% | +26.9% |
| 3M | +54.0% | -23.6% | +77.6% | +62.0% |
| 6M | +46.0% | -24.6% | +70.6% | +51.9% |
| YTD | +23.2% | -10.3% | +33.5% | +21.8% |
| 1Y | +1.9% | +61.5% | -59.6% | -14.2% |
| 3Y | +27.0% | -34.0% | +61.0% | +25.7% |
| 5Y | -13.4% | -44.6% | +31.2% | -13.5% |
| 10Y | +575.2% | +76.1% | +499.1% | +320.6% |
| All | +640.3% | +135.5% | +504.8% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling