+633.2%
VEEV vs ARMK
+350.8%
+282.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | +28.8% | 0.0% | +28.8% | +28.6% |
| 3M | +54.0% | +6.7% | +47.4% | +51.5% |
| 6M | +46.0% | +38.8% | +7.1% | +34.7% |
| YTD | +23.2% | +55.2% | -32.0% | +10.7% |
| 1Y | +1.9% | +46.6% | -44.7% | -7.4% |
| 3Y | +27.0% | +112.9% | -85.9% | +4.8% |
| 5Y | -13.4% | +144.0% | -157.4% | -31.2% |
| 10Y | +575.2% | +132.4% | +442.8% | +448.8% |
| All | +633.2% | +350.8% | +282.3% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling