+85.1%
VEEV vs AVTR
+0.6%
+84.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +8.6% | +6.3% | +2.3% | +6.6% |
| 3M | +62.4% | +53.3% | +9.1% | +41.9% |
| 6M | +40.3% | +78.6% | -38.4% | +16.4% |
| YTD | +17.5% | +29.2% | -11.7% | +7.2% |
| 1Y | -6.1% | +13.8% | -19.9% | -13.0% |
| 3Y | +16.7% | -27.4% | +44.1% | +19.6% |
| 5Y | -13.3% | -65.0% | +51.7% | +13.4% |
| All | +85.1% | +0.6% | +84.5% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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