+539.2%
VEEV vs CAPR
-77.7%
+616.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -7.1% | -12.6% | +5.5% | -6.9% |
| 30D | +11.1% | +124.4% | -113.3% | +9.6% |
| 3M | +55.5% | -66.8% | +122.3% | +56.4% |
| 6M | +33.4% | -71.8% | +105.1% | +34.3% |
| YTD | +16.8% | -70.1% | +86.9% | +17.5% |
| 1Y | -7.7% | +33.3% | -41.1% | -13.0% |
| 3Y | +18.4% | +36.7% | -18.3% | +7.5% |
| 5Y | -14.8% | +72.5% | -87.3% | -24.4% |
| All | +539.2% | -77.7% | +616.9% | +448.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling