+20.2%
VEEV vs ALM
+2,327.9%
-2,307.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.8% | -12.5% | -3.9% |
| 7D | -5.2% | +8.4% | -13.6% | -5.3% |
| 30D | +14.9% | +34.8% | -19.9% | +14.4% |
| 3M | +58.4% | +16.2% | +42.1% | +57.9% |
| 6M | +35.5% | +2.1% | +33.3% | +35.0% |
| YTD | +18.6% | +117.0% | -98.4% | +14.7% |
| 1Y | -6.3% | +313.9% | -320.2% | -12.3% |
| 3Y | +20.2% | +2,327.9% | -2,307.7% | +3.7% |
| All | +20.2% | +2,327.9% | -2,307.7% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling