+542.0%
VEEV vs CF
+589.1%
-47.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -3.8% |
| 7D | -5.2% | -0.9% | -4.2% | -5.1% |
| 30D | +14.9% | +18.1% | -3.2% | +12.6% |
| 3M | +58.4% | +23.4% | +35.0% | +54.2% |
| 6M | +35.5% | +17.1% | +18.4% | +31.7% |
| YTD | +18.6% | +76.2% | -57.6% | +9.0% |
| 1Y | -6.3% | +62.3% | -68.6% | -13.1% |
| 3Y | +20.2% | +71.8% | -51.6% | +9.0% |
| 5Y | -13.8% | +234.6% | -248.4% | -32.9% |
| 10Y | +542.0% | +574.3% | -32.2% | +328.1% |
| All | +542.0% | +589.1% | -47.1% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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