+602.3%
VEEV vs BR
+555.9%
+46.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -8.2% | -6.0% | -2.3% | -4.4% |
| 30D | +10.3% | -0.9% | +11.2% | +11.0% |
| 3M | +59.4% | +16.4% | +43.0% | +44.0% |
| 6M | +37.6% | -8.2% | +45.8% | +45.4% |
| YTD | +16.9% | -23.2% | +40.1% | +38.1% |
| 1Y | -5.0% | -30.9% | +26.0% | +20.0% |
| 3Y | +18.5% | -5.0% | +23.4% | +17.9% |
| 5Y | -13.8% | +8.8% | -22.6% | -23.3% |
| 10Y | +547.0% | +190.1% | +356.9% | +181.9% |
| All | +602.3% | +555.9% | +46.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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