+640.3%
VEEV vs BURL
+847.6%
-207.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 30D | +28.8% | -28.2% | +57.0% | +37.4% |
| 3M | +54.0% | -17.6% | +71.6% | +59.4% |
| 6M | +46.0% | -11.8% | +57.7% | +48.1% |
| YTD | +23.2% | -8.1% | +31.4% | +23.8% |
| 1Y | +1.9% | -12.0% | +13.8% | +2.4% |
| 3Y | +27.0% | +63.3% | -36.3% | +7.2% |
| 5Y | -13.4% | -10.8% | -2.6% | -19.4% |
| 10Y | +575.2% | +215.9% | +359.3% | +355.1% |
| All | +640.3% | +847.6% | -207.3% | +344.4% |
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