-2.6%
VEEV vs ALC
-10.6%
+8.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | -1.9% | -6.3% | +4.4% | +1.1% |
| 30D | +3.0% | +12.6% | -9.6% | -2.9% |
| 3M | +28.8% | -3.8% | +32.7% | +30.8% |
| 6M | +91.3% | +16.8% | +74.4% | +76.8% |
| YTD | +36.5% | -7.6% | +44.1% | +39.9% |
| 1Y | +1.9% | -5.9% | +7.8% | +3.2% |
| 3Y | +84.6% | +0.6% | +84.0% | +69.8% |
| 5Y | -2.6% | -9.5% | +6.8% | -3.3% |
| All | -2.6% | -10.6% | +8.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling