+711.4%
VEEV vs BB
+8.8%
+702.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -0.7% | +1.8% | -2.6% | -1.1% |
| 30D | +1.4% | +8.1% | -6.7% | -0.6% |
| 3M | +19.4% | -1.0% | +20.4% | +18.5% |
| 6M | +93.6% | +45.9% | +47.7% | +75.4% |
| YTD | +35.1% | +134.8% | -99.8% | +11.0% |
| 1Y | +3.4% | +104.6% | -101.2% | -13.1% |
| 3Y | +81.4% | +152.8% | -71.5% | +37.9% |
| 5Y | -5.1% | -17.4% | +12.4% | -13.9% |
| 10Y | +661.2% | +22.4% | +638.8% | +415.4% |
| All | +711.4% | +8.8% | +702.6% | +440.4% |
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