+640.3%
VEEV vs CAPR
-76.5%
+716.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.6% |
| 30D | +28.8% | +139.2% | -110.3% | +26.7% |
| 3M | +54.0% | -66.4% | +120.4% | +54.9% |
| 6M | +46.0% | -63.1% | +109.1% | +46.4% |
| YTD | +23.2% | -67.4% | +90.7% | +23.8% |
| 1Y | +1.9% | +58.2% | -56.4% | -4.7% |
| 3Y | +27.0% | +42.2% | -15.2% | +14.9% |
| 5Y | -13.4% | +87.3% | -100.6% | -23.4% |
| 10Y | +575.2% | -75.3% | +650.5% | +466.8% |
| All | +640.3% | -76.5% | +716.8% | +506.4% |
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 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