+663.8%
VEEV vs ARMK
+130.7%
+533.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.9% | +2.8% | -4.7% | -2.5% |
| 30D | +3.0% | -1.8% | +4.8% | +3.2% |
| 3M | +28.8% | -10.9% | +39.7% | +31.3% |
| 6M | +91.3% | +21.2% | +70.0% | +82.7% |
| YTD | +36.5% | +47.0% | -10.5% | +25.0% |
| 1Y | +1.9% | +42.9% | -41.0% | -6.2% |
| 3Y | +84.6% | +95.0% | -10.4% | +58.0% |
| 5Y | -2.6% | +106.2% | -108.8% | -18.5% |
| All | +663.8% | +130.7% | +533.1% | +579.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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