+4.8%
VEEV vs AUR
-36.7%
+41.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -8.2% | +0.2% | -8.4% | -8.3% |
| 30D | +10.3% | -8.9% | +19.2% | +11.2% |
| 3M | +59.4% | +4.6% | +54.7% | +57.2% |
| 6M | +37.6% | +44.9% | -7.3% | +28.9% |
| YTD | +16.9% | +64.8% | -47.9% | +7.5% |
| 1Y | -5.0% | +16.4% | -21.3% | -9.2% |
| 3Y | +18.5% | +85.1% | -66.6% | -5.9% |
| 5Y | -13.8% | -36.1% | +22.3% | -26.5% |
| All | +4.8% | -36.7% | +41.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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