-4.4%
VEEV vs AME
+77.7%
-82.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | +5.9% | -6.6% | -2.9% |
| 30D | +1.4% | -1.9% | +3.3% | +1.7% |
| 3M | +19.4% | -5.4% | +24.7% | +21.2% |
| 6M | +93.6% | +4.9% | +88.7% | +86.7% |
| YTD | +35.1% | +18.5% | +16.6% | +20.3% |
| 1Y | +3.4% | +25.5% | -22.1% | -11.0% |
| 3Y | +81.4% | +63.0% | +18.3% | +25.6% |
| All | -4.4% | +77.7% | -82.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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