+722.3%
VEEV vs AR
-34.4%
+756.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | +0.8% | -5.8% | +6.5% | +1.1% |
| 30D | +3.2% | +4.8% | -1.6% | +2.8% |
| 3M | +30.2% | +1.5% | +28.7% | +29.9% |
| 6M | +83.7% | +4.7% | +79.0% | +82.8% |
| YTD | +36.9% | +9.2% | +27.7% | +35.6% |
| 1Y | +3.3% | +11.2% | -7.9% | +2.2% |
| 3Y | +85.1% | +46.2% | +38.8% | +78.3% |
| 5Y | -2.6% | +98.1% | -100.7% | -8.5% |
| 10Y | +676.7% | +54.5% | +622.2% | +696.8% |
| All | +722.3% | -34.4% | +756.7% | +770.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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