+601.8%
VEEV vs CBOE
+636.2%
-34.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | +11.1% | +2.7% | +8.4% | +10.2% |
| 3M | +55.5% | +0.7% | +54.8% | +54.3% |
| 6M | +33.4% | -2.0% | +35.3% | +32.2% |
| YTD | +16.8% | +17.1% | -0.3% | +10.2% |
| 1Y | -7.7% | +26.5% | -34.2% | -14.9% |
| 3Y | +18.4% | +96.1% | -77.7% | -6.3% |
| 5Y | -14.8% | +149.3% | -164.1% | -38.2% |
| 10Y | +546.5% | +386.5% | +160.0% | +276.0% |
| All | +601.8% | +636.2% | -34.3% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling