+543.1%
VEEV vs BN
+265.2%
+278.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.6% | -5.2% | +0.6% | -2.4% |
| 30D | +8.6% | -14.5% | +23.1% | +16.2% |
| 3M | +62.4% | -15.0% | +77.4% | +74.1% |
| 6M | +40.3% | -5.4% | +45.7% | +42.7% |
| YTD | +17.5% | -16.4% | +34.0% | +25.9% |
| 1Y | -6.1% | -16.2% | +10.1% | 0.0% |
| 3Y | +16.7% | +67.5% | -50.9% | -13.0% |
| 5Y | -13.3% | +34.1% | -47.5% | -29.0% |
| All | +543.1% | +265.2% | +278.0% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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