+720.2%
VEEV vs CAPR
-71.9%
+792.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.7% | -0.7% |
| 7D | -1.9% | +25.8% | -27.7% | -2.3% |
| 30D | +3.0% | +50.2% | -47.2% | +2.2% |
| 3M | +28.8% | +185.5% | -156.7% | +26.1% |
| 6M | +91.3% | -64.8% | +156.1% | +91.9% |
| YTD | +36.5% | -61.1% | +97.7% | +36.5% |
| 1Y | +1.9% | +81.0% | -79.1% | -4.8% |
| 3Y | +84.6% | +300.7% | -216.1% | +62.7% |
| 5Y | -2.6% | +223.3% | -226.0% | -15.0% |
| 10Y | +669.4% | -58.8% | +728.2% | +537.8% |
| All | +720.2% | -71.9% | +792.1% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling