+882.5%
VEEV vs ALLY
+98.6%
+783.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.7% |
| 7D | -1.9% | -2.8% | +0.9% | -1.2% |
| 30D | +3.0% | +1.9% | +1.1% | +2.5% |
| 3M | +28.8% | -12.1% | +40.9% | +32.9% |
| 6M | +91.3% | -9.0% | +100.3% | +95.1% |
| YTD | +36.5% | -12.9% | +49.5% | +40.4% |
| 1Y | +1.9% | -0.1% | +2.0% | +1.1% |
| 3Y | +84.6% | +64.6% | +20.0% | +57.1% |
| 5Y | -2.6% | -10.1% | +7.5% | -6.7% |
| 10Y | +669.4% | +176.7% | +492.7% | +399.5% |
| All | +882.5% | +98.6% | +783.9% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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