-13.8%
VEEV vs CAG
-42.8%
+29.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | -8.2% | -5.9% | -2.3% | -8.1% |
| 30D | +10.3% | -1.5% | +11.9% | +10.3% |
| 3M | +59.4% | +11.5% | +47.9% | +59.3% |
| 6M | +37.6% | -15.7% | +53.3% | +36.8% |
| YTD | +16.9% | -10.2% | +27.1% | +16.2% |
| 1Y | -5.0% | -18.1% | +13.1% | -5.4% |
| 3Y | +18.5% | -39.4% | +57.9% | +17.4% |
| 5Y | -13.8% | -42.6% | +28.8% | -13.9% |
| All | -13.8% | -42.8% | +29.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling