+54.8%
VEEV vs BAM
+85.9%
-31.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -2.9% | +9.7% | -12.7% | -5.8% |
| 30D | +7.5% | +19.0% | -11.5% | +1.7% |
| 3M | +39.5% | +0.6% | +38.9% | +38.9% |
| 6M | +81.5% | +11.1% | +70.4% | +74.9% |
| YTD | +36.1% | +4.2% | +31.9% | +33.3% |
| 1Y | +4.3% | +3.3% | +1.0% | +2.3% |
| 3Y | +54.8% | +88.8% | -33.9% | +14.4% |
| All | +54.8% | +85.9% | -31.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling