+20.2%
VEEV vs ALC
-15.5%
+35.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.8% | -3.1% |
| 7D | -5.2% | -3.7% | -1.5% | -3.9% |
| 30D | +14.9% | -3.7% | +18.7% | +16.4% |
| 3M | +58.4% | +4.6% | +53.8% | +56.1% |
| 6M | +35.5% | -14.6% | +50.1% | +41.9% |
| YTD | +18.6% | -11.9% | +30.5% | +22.8% |
| 1Y | -6.3% | -13.1% | +6.8% | -2.8% |
| 3Y | +20.2% | -15.0% | +35.2% | +25.7% |
| All | +20.2% | -15.5% | +35.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling