+734.5%
VEEV vs BURL
+795.6%
-61.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.4% |
| 7D | -0.1% | +3.5% | -3.5% | -0.8% |
| 30D | +9.4% | -9.3% | +18.7% | +11.4% |
| 3M | +45.2% | -32.1% | +77.3% | +56.2% |
| 6M | +81.1% | -19.8% | +101.0% | +87.2% |
| YTD | +38.9% | -13.2% | +52.1% | +40.7% |
| 1Y | +5.0% | -7.8% | +12.9% | +4.4% |
| 3Y | +59.4% | +89.3% | -30.0% | +29.5% |
| 5Y | -2.7% | -15.8% | +13.1% | -8.5% |
| 10Y | +726.1% | +262.2% | +463.9% | +442.0% |
| All | +734.5% | +795.6% | -61.1% | +405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling