+16.7%
VEEV vs BOXX
+14.7%
+2.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | +8.6% | +0.3% | +8.3% | +7.0% |
| 3M | +62.4% | +1.0% | +61.4% | +54.0% |
| 6M | +40.3% | +1.9% | +38.3% | +28.6% |
| YTD | +17.5% | +2.7% | +14.9% | +4.9% |
| 1Y | -6.1% | +4.0% | -10.1% | -19.5% |
| 3Y | +16.7% | +14.7% | +2.0% | -4.0% |
| All | +16.7% | +14.7% | +2.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling