+546.5%
VEEV vs ARMK
+134.7%
+411.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +11.1% | +2.4% | +8.8% | +10.4% |
| 3M | +55.5% | +6.1% | +49.5% | +53.3% |
| 6M | +33.4% | +41.8% | -8.4% | +23.4% |
| YTD | +16.8% | +55.5% | -38.7% | +6.0% |
| 1Y | -7.7% | +49.6% | -57.3% | -15.7% |
| 3Y | +18.4% | +122.8% | -104.4% | -1.4% |
| 5Y | -14.8% | +151.0% | -165.8% | -31.0% |
| 10Y | +546.5% | +137.9% | +408.6% | +471.5% |
| All | +546.5% | +134.7% | +411.8% | +471.5% |
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