+57.5%
VEEV vs BAM
+81.2%
-23.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +1.4% | +15.5% | -14.1% | -2.9% |
| 3M | +19.4% | -6.9% | +26.2% | +21.6% |
| 6M | +93.6% | +9.9% | +83.7% | +87.6% |
| YTD | +35.1% | +1.4% | +33.7% | +33.5% |
| 1Y | +3.4% | +3.3% | +0.1% | +1.6% |
| 3Y | +81.4% | +83.6% | -2.3% | +50.0% |
| All | +57.5% | +81.2% | -23.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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