+688.3%
VEEV vs ALLE
+327.3%
+361.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.7% |
| 7D | -2.9% | -0.6% | -2.4% | -2.8% |
| 30D | +7.5% | +25.3% | -17.8% | -2.8% |
| 3M | +39.5% | +10.3% | +29.2% | +33.0% |
| 6M | +81.5% | +38.0% | +43.4% | +56.0% |
| YTD | +36.1% | +17.8% | +18.3% | +23.9% |
| 1Y | +4.3% | +13.6% | -9.3% | -3.6% |
| 3Y | +54.8% | +89.2% | -34.4% | +10.6% |
| 5Y | -4.7% | +51.1% | -55.8% | -25.7% |
| 10Y | +709.1% | +228.1% | +481.0% | +291.0% |
| All | +688.3% | +327.3% | +361.0% | +228.3% |
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