+543.1%
VEEV vs ALM
+2,589.2%
-2,046.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.1% | +0.7% |
| 7D | -4.6% | -11.8% | +7.2% | -4.4% |
| 30D | +8.6% | +7.8% | +0.9% | +8.4% |
| 3M | +62.4% | -9.3% | +71.7% | +62.4% |
| 6M | +40.3% | -30.5% | +70.7% | +40.7% |
| YTD | +17.5% | +75.8% | -58.3% | +14.7% |
| 1Y | -6.1% | +241.2% | -247.3% | -10.4% |
| 3Y | +16.7% | +1,872.6% | -1,855.9% | +4.7% |
| 5Y | -13.3% | +849.6% | -862.9% | -21.4% |
| All | +543.1% | +2,589.2% | -2,046.1% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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