+539.7%
VEEV vs CAPR
-78.6%
+618.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.1% |
| 7D | -8.2% | -10.6% | +2.3% | -8.1% |
| 30D | +10.3% | +111.2% | -100.9% | +8.9% |
| 3M | +59.4% | -67.2% | +126.6% | +60.3% |
| 6M | +37.6% | -75.1% | +112.7% | +38.9% |
| YTD | +16.9% | -71.2% | +88.2% | +17.6% |
| 1Y | -5.0% | +31.1% | -36.1% | -10.3% |
| 3Y | +18.5% | +31.3% | -12.9% | +7.6% |
| 5Y | -13.8% | +69.4% | -83.2% | -23.5% |
| All | +539.7% | -78.6% | +618.3% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling