-13.8%
VEEV vs ARMK
+148.1%
-161.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.2% |
| 7D | -5.2% | +1.7% | -6.8% | -5.7% |
| 30D | +14.9% | +3.1% | +11.8% | +13.4% |
| 3M | +58.4% | +9.2% | +49.1% | +53.3% |
| 6M | +35.5% | +43.7% | -8.2% | +19.0% |
| YTD | +18.6% | +57.4% | -38.7% | +0.8% |
| 1Y | -6.3% | +51.9% | -58.2% | -19.6% |
| 3Y | +20.2% | +125.4% | -105.2% | -13.6% |
| 5Y | -13.8% | +149.1% | -162.9% | -42.0% |
| All | -13.8% | +148.1% | -161.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling