+655.7%
VEEV vs BURL
+232.1%
+423.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +1.4% | -7.7% | +9.2% | +3.0% |
| 3M | +19.4% | -31.7% | +51.0% | +28.3% |
| 6M | +93.6% | -15.2% | +108.8% | +97.6% |
| YTD | +35.1% | -15.9% | +51.0% | +37.7% |
| 1Y | +3.4% | -14.2% | +17.6% | +4.3% |
| 3Y | +81.4% | +93.5% | -12.1% | +44.7% |
| 5Y | -5.1% | -9.9% | +4.8% | -12.2% |
| All | +655.7% | +232.1% | +423.6% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling