-13.8%
VEEV vs ATI
+1,021.8%
-1,035.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.7% | +0.5% |
| 7D | -8.2% | -2.7% | -5.5% | -7.9% |
| 30D | +10.3% | -13.5% | +23.8% | +12.3% |
| 3M | +59.4% | +8.5% | +50.8% | +56.7% |
| 6M | +37.6% | +25.2% | +12.4% | +31.8% |
| YTD | +16.9% | +73.4% | -56.5% | +5.5% |
| 1Y | -5.0% | +160.5% | -165.5% | -20.6% |
| 3Y | +18.5% | +347.3% | -328.8% | -14.7% |
| 5Y | -13.8% | +1,049.0% | -1,062.8% | -44.0% |
| All | -13.8% | +1,021.8% | -1,035.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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