+16.7%
VEEV vs CBOE
+89.1%
-72.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.6% |
| 7D | -4.6% | -5.8% | +1.2% | -4.6% |
| 30D | +8.6% | -3.1% | +11.8% | +8.7% |
| 3M | +62.4% | -4.8% | +67.2% | +62.3% |
| 6M | +40.3% | -0.6% | +40.8% | +39.2% |
| YTD | +17.5% | +12.8% | +4.8% | +17.8% |
| 1Y | -6.1% | +19.8% | -25.9% | -5.3% |
| 3Y | +16.7% | +86.9% | -70.3% | +14.3% |
| All | +16.7% | +89.1% | -72.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling