+640.3%
VEEV vs BN
+422.7%
+217.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -0.6% | -2.5% | +1.9% | +0.5% |
| 30D | +28.8% | -9.5% | +38.3% | +34.5% |
| 3M | +54.0% | -10.4% | +64.4% | +61.4% |
| 6M | +46.0% | -6.4% | +52.3% | +49.1% |
| YTD | +23.2% | -11.9% | +35.1% | +29.0% |
| 1Y | +1.9% | -8.6% | +10.5% | +4.4% |
| 3Y | +27.0% | +77.6% | -50.5% | -7.9% |
| 5Y | -13.4% | +37.0% | -50.4% | -29.8% |
| 10Y | +575.2% | +266.4% | +308.8% | +228.5% |
| All | +640.3% | +422.7% | +217.6% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling