+722.3%
VEEV vs CASY
+968.9%
-246.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | +3.2% | +8.2% | -5.0% | +1.3% |
| 3M | +30.2% | -18.2% | +48.4% | +35.5% |
| 6M | +83.7% | -18.6% | +102.3% | +89.7% |
| YTD | +36.9% | +26.8% | +10.1% | +24.5% |
| 1Y | +3.3% | +31.6% | -28.3% | -7.1% |
| 3Y | +85.1% | +156.5% | -71.4% | +33.3% |
| 5Y | -2.6% | +258.6% | -261.2% | -38.1% |
| 10Y | +676.7% | +550.3% | +126.4% | +288.8% |
| All | +722.3% | +968.9% | -246.6% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling