+612.7%
VEEV vs ALM
+794.6%
-181.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.8% | -12.5% | -3.8% |
| 7D | -5.2% | +8.4% | -13.6% | -5.2% |
| 30D | +14.9% | +34.8% | -19.9% | +14.5% |
| 3M | +58.4% | +16.2% | +42.1% | +57.9% |
| 6M | +35.5% | +2.1% | +33.3% | +35.1% |
| YTD | +18.6% | +117.0% | -98.4% | +16.7% |
| 1Y | -6.3% | +313.9% | -320.2% | -9.1% |
| 3Y | +20.2% | +2,327.9% | -2,307.7% | +13.1% |
| 5Y | -13.8% | +1,040.6% | -1,054.4% | -18.5% |
| 10Y | +542.0% | +3,219.4% | -2,677.4% | +508.9% |
| All | +612.7% | +794.6% | -181.9% | +571.8% |
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