+711.4%
VEEV vs ALM
+284.6%
+426.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.4% |
| 7D | -0.7% | +1.2% | -2.0% | -0.7% |
| 30D | +1.4% | -19.3% | +20.7% | +1.6% |
| 3M | +19.4% | -40.6% | +60.0% | +19.9% |
| 6M | +93.6% | -57.9% | +151.5% | +95.2% |
| YTD | +35.1% | -6.7% | +41.8% | +34.0% |
| 1Y | +3.4% | +20.2% | -16.8% | +2.1% |
| 3Y | +81.4% | +879.4% | -798.1% | +72.5% |
| 5Y | -5.1% | +415.3% | -420.4% | -9.5% |
| 10Y | +661.2% | +2,100.8% | -1,439.6% | +635.5% |
| All | +711.4% | +284.6% | +426.8% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling