+640.3%
VEEV vs BB
-5.9%
+646.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.6% | -5.6% | +5.1% | +0.5% |
| 30D | +28.8% | -11.8% | +40.6% | +31.9% |
| 3M | +54.0% | -25.5% | +79.6% | +60.4% |
| 6M | +46.0% | +121.3% | -75.3% | +22.3% |
| YTD | +23.2% | +103.2% | -79.9% | +5.0% |
| 1Y | +1.9% | +102.6% | -100.8% | -13.8% |
| 3Y | +27.0% | +37.5% | -10.5% | +9.0% |
| 5Y | -13.4% | -30.4% | +17.0% | -18.5% |
| 10Y | +575.2% | 0.0% | +575.2% | +378.7% |
| All | +640.3% | -5.9% | +646.2% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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