+16.7%
VEEV vs BRO
-7.6%
+24.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.6% | -7.3% | +2.7% | -2.4% |
| 30D | +8.6% | -6.9% | +15.5% | +10.8% |
| 3M | +62.4% | +10.7% | +51.8% | +58.5% |
| 6M | +40.3% | -2.7% | +42.9% | +40.6% |
| YTD | +17.5% | -16.3% | +33.9% | +21.6% |
| 1Y | -6.1% | -29.1% | +23.0% | +0.4% |
| 3Y | +16.7% | -7.8% | +24.5% | +15.9% |
| All | +16.7% | -7.6% | +24.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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