+539.7%
VEEV vs APD
+168.7%
+371.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -8.2% | -3.5% | -4.8% | -6.8% |
| 30D | +10.3% | -5.1% | +15.4% | +12.7% |
| 3M | +59.4% | +6.9% | +52.5% | +54.4% |
| 6M | +37.6% | +8.1% | +29.5% | +31.7% |
| YTD | +16.9% | +21.2% | -4.3% | +5.6% |
| 1Y | -5.0% | +4.9% | -9.8% | -8.8% |
| 3Y | +18.5% | +6.3% | +12.2% | +8.6% |
| 5Y | -13.8% | +24.3% | -38.1% | -29.2% |
| All | +539.7% | +168.7% | +371.0% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling