+602.3%
VEEV vs BBY
+238.8%
+363.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -8.2% | +0.7% | -8.9% | -8.4% |
| 30D | +10.3% | +5.8% | +4.5% | +8.4% |
| 3M | +59.4% | +18.0% | +41.4% | +52.2% |
| 6M | +37.6% | +39.8% | -2.3% | +25.3% |
| YTD | +16.9% | +35.4% | -18.5% | +7.2% |
| 1Y | -5.0% | +21.4% | -26.4% | -10.9% |
| 3Y | +18.5% | +39.5% | -21.1% | +3.7% |
| 5Y | -13.8% | -0.5% | -13.3% | -19.9% |
| 10Y | +547.0% | +240.0% | +306.9% | +355.3% |
| All | +602.3% | +238.8% | +363.6% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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