-8.2%
VEEV vs BROS
+43.3%
-51.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -0.6% | -6.7% | +6.1% | +0.4% |
| 30D | +28.8% | -29.1% | +57.9% | +34.8% |
| 3M | +54.0% | -16.7% | +70.7% | +56.9% |
| 6M | +46.0% | -11.6% | +57.6% | +46.7% |
| YTD | +23.2% | -23.9% | +47.1% | +26.4% |
| 1Y | +1.9% | -34.8% | +36.7% | +6.4% |
| 3Y | +27.0% | +62.1% | -35.1% | +7.2% |
| All | -8.2% | +43.3% | -51.5% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling