+27.4%
VEEV vs BIYA
-99.9%
+127.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +9.0% | -9.7% | -0.8% |
| 30D | +1.4% | -12.9% | +14.4% | +1.5% |
| 3M | +19.4% | -54.7% | +74.0% | +19.9% |
| 6M | +93.6% | -85.1% | +178.7% | +93.2% |
| YTD | +35.1% | -96.9% | +131.9% | +36.4% |
| 1Y | +3.4% | -98.5% | +101.9% | +5.7% |
| All | +27.4% | -99.9% | +127.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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