+655.7%
VEEV vs CASY
+555.0%
+100.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.7% | +3.6% | -4.3% | -1.4% |
| 30D | +1.4% | +9.1% | -7.6% | -0.5% |
| 3M | +19.4% | -16.5% | +35.9% | +23.3% |
| 6M | +93.6% | -19.7% | +113.3% | +100.5% |
| YTD | +35.1% | +29.3% | +5.8% | +22.9% |
| 1Y | +3.4% | +33.1% | -29.8% | -6.8% |
| 3Y | +81.4% | +158.5% | -77.1% | +31.9% |
| 5Y | -5.1% | +266.7% | -271.8% | -39.4% |
| All | +655.7% | +555.0% | +100.7% | +300.0% |
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