+81.4%
VEEV vs CF
+68.9%
+12.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | +4.8% | -5.5% | -0.7% |
| 30D | +1.4% | +4.7% | -3.3% | +1.4% |
| 3M | +19.4% | +7.4% | +11.9% | +19.5% |
| 6M | +93.6% | +0.6% | +93.0% | +93.8% |
| YTD | +35.1% | +64.1% | -29.0% | +33.1% |
| 1Y | +3.4% | +51.4% | -48.0% | +2.3% |
| 3Y | +81.4% | +67.8% | +13.6% | +73.4% |
| All | +81.4% | +68.9% | +12.5% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling