+20.2%
VEEV vs ARMK
+125.3%
-105.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.0% |
| 7D | -5.2% | +1.7% | -6.8% | -5.5% |
| 30D | +14.9% | +3.1% | +11.8% | +13.9% |
| 3M | +58.4% | +9.2% | +49.1% | +55.0% |
| 6M | +35.5% | +43.7% | -8.2% | +24.5% |
| YTD | +18.6% | +57.4% | -38.7% | +6.7% |
| 1Y | -6.3% | +51.9% | -58.2% | -15.2% |
| 3Y | +20.2% | +125.4% | -105.2% | +4.9% |
| All | +20.2% | +125.3% | -105.1% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling