+711.4%
VEEV vs BAH
+582.1%
+129.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +1.4% | +20.8% | -19.4% | -5.8% |
| 3M | +19.4% | +11.6% | +7.8% | +14.0% |
| 6M | +93.6% | +23.1% | +70.5% | +77.4% |
| YTD | +35.1% | +5.3% | +29.8% | +30.0% |
| 1Y | +3.4% | +6.1% | -2.8% | -1.2% |
| 3Y | +81.4% | -27.5% | +108.9% | +90.2% |
| 5Y | -5.1% | +6.2% | -11.3% | -18.4% |
| 10Y | +661.2% | +202.2% | +459.0% | +299.3% |
| All | +711.4% | +582.1% | +129.4% | +192.6% |
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