+669.4%
VEEV vs CASY
+565.2%
+104.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -1.9% | +5.8% | -7.7% | -3.0% |
| 30D | +3.0% | +10.7% | -7.7% | +0.8% |
| 3M | +28.8% | -13.9% | +42.7% | +32.1% |
| 6M | +91.3% | -18.4% | +109.7% | +97.3% |
| YTD | +36.5% | +29.6% | +6.9% | +24.1% |
| 1Y | +1.9% | +32.8% | -30.9% | -8.1% |
| 3Y | +84.6% | +162.3% | -77.6% | +33.8% |
| 5Y | -2.6% | +265.0% | -267.6% | -37.7% |
| 10Y | +669.4% | +555.4% | +114.1% | +295.4% |
| All | +669.4% | +565.2% | +104.3% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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