+640.3%
VEEV vs AME
+472.4%
+167.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.0% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | +28.8% | -6.7% | +35.5% | +33.1% |
| 3M | +54.0% | +4.1% | +50.0% | +49.7% |
| 6M | +46.0% | +1.6% | +44.4% | +42.0% |
| YTD | +23.2% | +16.1% | +7.1% | +11.3% |
| 1Y | +1.9% | +27.3% | -25.5% | -12.9% |
| 3Y | +27.0% | +50.9% | -23.8% | -3.5% |
| 5Y | -13.4% | +81.4% | -94.8% | -41.1% |
| 10Y | +575.2% | +417.0% | +158.3% | +139.3% |
| All | +640.3% | +472.4% | +167.9% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling