+711.4%
VEEV vs BWA
+34.9%
+676.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.7% |
| 30D | +1.4% | -13.0% | +14.4% | +4.5% |
| 3M | +19.4% | -24.8% | +44.2% | +26.6% |
| 6M | +93.6% | -23.5% | +117.1% | +102.8% |
| YTD | +35.1% | +13.8% | +21.2% | +24.8% |
| 1Y | +3.4% | +13.4% | -10.1% | -4.6% |
| 3Y | +81.4% | +62.8% | +18.6% | +47.7% |
| 5Y | -5.1% | +28.5% | -33.5% | -19.4% |
| 10Y | +661.2% | +95.4% | +565.9% | +402.6% |
| All | +711.4% | +34.9% | +676.5% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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