+612.7%
VEEV vs BAH
+466.6%
+146.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -5.2% | -4.3% | -0.8% | -3.5% |
| 30D | +14.9% | -4.5% | +19.4% | +16.9% |
| 3M | +58.4% | -7.6% | +66.0% | +62.5% |
| 6M | +35.5% | -10.6% | +46.1% | +40.5% |
| YTD | +18.6% | -12.6% | +31.2% | +23.1% |
| 1Y | -6.3% | -27.0% | +20.6% | +3.1% |
| 3Y | +20.2% | -31.5% | +51.7% | +28.1% |
| 5Y | -13.8% | -3.8% | -10.0% | -23.6% |
| 10Y | +542.0% | +183.9% | +358.1% | +244.6% |
| All | +612.7% | +466.6% | +146.1% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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