+2.6%
VEEV vs ALHC
-33.0%
+35.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | -8.2% | -5.8% | -2.4% | -7.8% |
| 30D | +10.3% | -3.3% | +13.6% | +10.5% |
| 3M | +59.4% | -37.9% | +97.3% | +65.2% |
| 6M | +37.6% | -29.5% | +67.1% | +39.4% |
| YTD | +16.9% | -35.4% | +52.3% | +19.4% |
| 1Y | -5.0% | -22.4% | +17.5% | -5.3% |
| 3Y | +18.5% | +146.3% | -127.9% | -6.9% |
| 5Y | -13.8% | -32.0% | +18.2% | -22.6% |
| All | +2.6% | -33.0% | +35.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling