+543.1%
VEEV vs BG
+166.7%
+376.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | -4.6% | +3.1% | -7.7% | -5.0% |
| 30D | +8.6% | +10.2% | -1.6% | +7.4% |
| 3M | +62.4% | -1.7% | +64.1% | +62.4% |
| 6M | +40.3% | +1.0% | +39.3% | +39.6% |
| YTD | +17.5% | +39.9% | -22.4% | +11.9% |
| 1Y | -6.1% | +53.2% | -59.3% | -11.9% |
| 3Y | +16.7% | +16.3% | +0.4% | +12.7% |
| 5Y | -13.3% | +83.9% | -97.2% | -23.8% |
| All | +543.1% | +166.7% | +376.5% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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