+614.0%
VEEV vs ALLE
+260.9%
+353.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.7% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | +28.8% | -6.8% | +35.6% | +32.7% |
| 3M | +54.0% | +21.0% | +33.0% | +40.9% |
| 6M | +46.0% | +1.1% | +44.9% | +43.5% |
| YTD | +23.2% | -0.5% | +23.8% | +21.2% |
| 1Y | +1.9% | -7.3% | +9.1% | +3.3% |
| 3Y | +27.0% | +42.3% | -15.2% | +3.4% |
| 5Y | -13.4% | +13.5% | -26.9% | -23.3% |
| 10Y | +575.2% | +144.0% | +431.2% | +277.8% |
| All | +614.0% | +260.9% | +353.1% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling