-13.8%
VEEV vs ALK
-28.9%
+15.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +14.9% | -18.5% | +33.4% | +18.9% |
| 3M | +58.4% | -3.6% | +61.9% | +58.0% |
| 6M | +35.5% | -3.7% | +39.2% | +34.1% |
| YTD | +18.6% | -19.0% | +37.6% | +20.7% |
| 1Y | -6.3% | -36.0% | +29.7% | +0.2% |
| 3Y | +20.2% | +2.3% | +17.9% | +6.1% |
| 5Y | -13.8% | -27.8% | +14.0% | -19.1% |
| All | -13.8% | -28.9% | +15.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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