+48.3%
VEEV vs AS
+125.3%
-77.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | +0.3% | +3.4% | -3.1% | -0.3% |
| 3M | +25.2% | -8.6% | +33.8% | +26.6% |
| 6M | +89.7% | -10.0% | +99.7% | +91.8% |
| YTD | +35.5% | -19.2% | +54.6% | +38.7% |
| 1Y | +1.8% | -3.8% | +5.6% | +1.6% |
| All | +48.3% | +125.3% | -77.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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