+20.2%
VEEV vs CAPR
+42.0%
-21.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.7% |
| 7D | -5.2% | -9.5% | +4.3% | -5.2% |
| 30D | +14.9% | +121.5% | -106.6% | +15.0% |
| 3M | +58.4% | -65.4% | +123.7% | +58.6% |
| 6M | +35.5% | -67.5% | +103.0% | +35.6% |
| YTD | +18.6% | -68.6% | +87.2% | +18.8% |
| 1Y | -6.3% | +42.7% | -49.0% | -7.3% |
| 3Y | +20.2% | +43.4% | -23.1% | +15.4% |
| All | +20.2% | +42.0% | -21.8% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling