+546.5%
VEEV vs CASY
+468.0%
+78.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +1.4% |
| 7D | -7.1% | -16.5% | +9.4% | -3.7% |
| 30D | +11.1% | -26.4% | +37.5% | +18.0% |
| 3M | +55.5% | -17.3% | +72.8% | +59.4% |
| 6M | +33.4% | -5.2% | +38.6% | +31.3% |
| YTD | +16.8% | +14.1% | +2.8% | +9.3% |
| 1Y | -7.7% | +16.6% | -24.4% | -14.5% |
| 3Y | +18.4% | +163.7% | -145.3% | -15.8% |
| 5Y | -14.8% | +231.3% | -246.1% | -44.5% |
| 10Y | +546.5% | +462.9% | +83.6% | +243.2% |
| All | +546.5% | +468.0% | +78.5% | +243.2% |
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