+543.1%
VEEV vs BDX
+59.3%
+483.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.6% | -3.2% | -1.5% | -3.3% |
| 30D | +8.6% | -2.5% | +11.2% | +9.7% |
| 3M | +62.4% | +21.4% | +41.0% | +49.4% |
| 6M | +40.3% | +10.4% | +29.8% | +33.9% |
| YTD | +17.5% | +18.8% | -1.3% | +8.0% |
| 1Y | -6.1% | +21.7% | -27.8% | -14.9% |
| 3Y | +16.7% | -10.0% | +26.6% | +19.5% |
| 5Y | -13.3% | -1.8% | -11.5% | -16.6% |
| All | +543.1% | +59.3% | +483.8% | +385.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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