+19.8%
VEEV vs ALHC
-59.6%
+79.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -5.5% | +3.6% | -1.5% |
| 30D | +3.0% | -4.9% | +8.0% | +3.3% |
| 3M | +28.8% | -41.7% | +70.6% | +33.8% |
| 6M | +91.3% | -55.2% | +146.5% | +100.8% |
| YTD | +36.5% | -61.1% | +97.6% | +44.5% |
| 1Y | +1.9% | -53.3% | +55.2% | +5.4% |
| 3Y | +84.6% | +28.2% | +56.5% | +56.2% |
| 5Y | -2.6% | -65.8% | +63.2% | -7.1% |
| All | +19.8% | -59.6% | +79.4% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling