-12.9%
VEEV vs BROS
+33.7%
-46.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.6% |
| 7D | -8.2% | -6.1% | -2.2% | -7.4% |
| 30D | +10.3% | -12.4% | +22.7% | +12.3% |
| 3M | +59.4% | -27.9% | +87.3% | +65.9% |
| 6M | +37.6% | -16.8% | +54.4% | +39.5% |
| YTD | +16.9% | -29.0% | +46.0% | +21.2% |
| 1Y | -5.0% | -33.2% | +28.2% | -1.0% |
| 3Y | +18.5% | +56.8% | -38.3% | +0.3% |
| All | -12.9% | +33.7% | -46.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling