-4.4%
VEEV vs BROS
-43.5%
+39.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.3% |
| 7D | -0.7% | +6.3% | -7.0% | -1.7% |
| 30D | +1.4% | -8.3% | +9.8% | +2.1% |
| 3M | +19.4% | -29.8% | +49.1% | +25.2% |
| 6M | +93.6% | -25.8% | +119.5% | +99.5% |
| YTD | +35.1% | -41.4% | +76.4% | +43.7% |
| 1Y | +3.4% | -35.2% | +38.5% | +7.9% |
| 3Y | +81.4% | +32.8% | +48.6% | +51.4% |
| All | -4.4% | -43.5% | +39.0% | -7.3% |
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