-14.8%
VEEV vs ALM
+958.0%
-972.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.4% |
| 7D | -7.1% | +3.6% | -10.7% | -7.2% |
| 30D | +11.1% | +33.8% | -22.7% | +10.4% |
| 3M | +55.5% | +14.8% | +40.8% | +54.8% |
| 6M | +33.4% | -7.0% | +40.3% | +33.0% |
| YTD | +16.8% | +108.1% | -91.2% | +12.7% |
| 1Y | -7.7% | +313.8% | -321.5% | -14.0% |
| 3Y | +18.4% | +2,227.6% | -2,209.2% | +0.5% |
| 5Y | -14.8% | +956.6% | -971.4% | -26.5% |
| All | -14.8% | +958.0% | -972.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling