+804.8%
VEEV vs AMC
-97.7%
+902.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -2.9% | +2.6% | -5.6% | -3.1% |
| 30D | +7.5% | +9.0% | -1.5% | +7.2% |
| 3M | +39.5% | +22.2% | +17.3% | +38.5% |
| 6M | +81.5% | +91.5% | -10.0% | +77.1% |
| YTD | +36.1% | +101.3% | -65.2% | +32.3% |
| 1Y | +4.3% | +20.8% | -16.5% | +2.7% |
| 3Y | +54.8% | -71.3% | +126.2% | +55.8% |
| 5Y | -4.7% | -99.2% | +94.5% | +0.4% |
| 10Y | +709.1% | -98.7% | +807.8% | +896.1% |
| All | +804.8% | -97.7% | +902.5% | +916.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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