+543.1%
VEEV vs BBWI
-55.0%
+598.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.3% |
| 7D | -4.6% | -4.8% | +0.2% | -4.0% |
| 30D | +8.6% | +3.5% | +5.2% | +7.9% |
| 3M | +62.4% | -0.3% | +62.7% | +61.8% |
| 6M | +40.3% | -5.4% | +45.6% | +39.7% |
| YTD | +17.5% | -4.7% | +22.3% | +16.7% |
| 1Y | -6.1% | -30.5% | +24.4% | -3.4% |
| 3Y | +16.7% | -44.3% | +61.0% | +20.2% |
| 5Y | -13.3% | -66.9% | +53.5% | -6.7% |
| All | +543.1% | -55.0% | +598.1% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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