-14.8%
VEEV vs ALC
-17.4%
+2.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -7.1% | -5.3% | -1.8% | -4.6% |
| 30D | +11.1% | -7.1% | +18.2% | +15.0% |
| 3M | +55.5% | +0.8% | +54.8% | +54.9% |
| 6M | +33.4% | -16.0% | +49.3% | +43.9% |
| YTD | +16.8% | -12.7% | +29.6% | +23.5% |
| 1Y | -7.7% | -12.8% | +5.1% | -2.8% |
| 3Y | +18.4% | -15.8% | +34.2% | +21.9% |
| 5Y | -14.8% | -16.7% | +1.8% | -13.3% |
| All | -14.8% | -17.4% | +2.6% | -13.3% |
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