+542.0%
VEEV vs AVAV
+516.1%
+26.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -4.2% |
| 7D | -5.2% | +3.2% | -8.4% | -5.7% |
| 30D | +14.9% | -20.3% | +35.2% | +19.4% |
| 3M | +58.4% | -19.4% | +77.8% | +62.4% |
| 6M | +35.5% | -35.3% | +70.7% | +43.1% |
| YTD | +18.6% | -38.5% | +57.1% | +24.3% |
| 1Y | -6.3% | -37.2% | +30.9% | -3.3% |
| 3Y | +20.2% | +31.1% | -10.9% | 0.0% |
| 5Y | -13.8% | +41.0% | -54.8% | -33.0% |
| 10Y | +542.0% | +508.8% | +33.3% | +236.7% |
| All | +542.0% | +516.1% | +26.0% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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