+678.4%
VEEV vs BURL
+252.7%
+425.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -2.9% | +4.1% | -7.0% | -3.8% |
| 30D | +7.5% | -9.5% | +17.0% | +9.6% |
| 3M | +39.5% | -33.5% | +73.0% | +50.9% |
| 6M | +81.5% | -22.1% | +103.6% | +88.8% |
| YTD | +36.1% | -14.6% | +50.6% | +38.3% |
| 1Y | +4.3% | -8.4% | +12.7% | +3.7% |
| 3Y | +54.8% | +86.6% | -31.7% | +24.8% |
| 5Y | -4.7% | -17.2% | +12.4% | -10.4% |
| All | +678.4% | +252.7% | +425.7% | +429.9% |
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