+722.3%
VEEV vs AVAV
+420.7%
+301.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.3% |
| 30D | +3.2% | -9.9% | +13.1% | +4.4% |
| 3M | +30.2% | -34.7% | +64.9% | +38.8% |
| 6M | +83.7% | -26.6% | +110.3% | +88.8% |
| YTD | +36.9% | -48.9% | +85.8% | +46.9% |
| 1Y | +3.3% | -63.0% | +66.3% | +17.3% |
| 3Y | +85.1% | +1.6% | +83.5% | +61.5% |
| 5Y | -2.6% | +34.5% | -37.1% | -23.4% |
| 10Y | +676.7% | +359.3% | +317.4% | +355.7% |
| All | +722.3% | +420.7% | +301.6% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling