+720.2%
VEEV vs CF
+321.6%
+398.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.9% | +10.4% | -12.2% | -3.1% |
| 30D | +3.0% | +7.6% | -4.5% | +2.0% |
| 3M | +28.8% | +5.2% | +23.7% | +27.7% |
| 6M | +91.3% | -0.1% | +91.4% | +90.4% |
| YTD | +36.5% | +61.7% | -25.2% | +25.7% |
| 1Y | +1.9% | +50.3% | -48.4% | -5.2% |
| 3Y | +84.6% | +66.0% | +18.6% | +66.5% |
| 5Y | -2.6% | +114.5% | -117.1% | -18.8% |
| 10Y | +669.4% | +471.5% | +197.9% | +404.0% |
| All | +720.2% | +321.6% | +398.5% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling