+669.1%
VEEV vs CF
+546.3%
+122.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +3.5% | +6.9% | -3.5% | +2.6% |
| 3M | +32.9% | +4.8% | +28.1% | +31.9% |
| 6M | +84.2% | +4.7% | +79.5% | +82.3% |
| YTD | +37.3% | +56.5% | -19.2% | +27.8% |
| 1Y | +3.9% | +48.4% | -44.5% | -2.6% |
| 3Y | +83.9% | +59.1% | +24.8% | +68.1% |
| 5Y | -4.3% | +109.5% | -113.8% | -19.2% |
| 10Y | +669.1% | +487.0% | +182.1% | +454.8% |
| All | +669.1% | +546.3% | +122.8% | +454.8% |
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