+640.3%
VEEV vs CF
+356.2%
+284.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.9% |
| 7D | -0.6% | +6.0% | -6.6% | -1.3% |
| 30D | +28.8% | +14.8% | +14.0% | +26.4% |
| 3M | +54.0% | +14.1% | +40.0% | +51.1% |
| 6M | +46.0% | +28.5% | +17.4% | +39.5% |
| YTD | +23.2% | +74.9% | -51.7% | +12.5% |
| 1Y | +1.9% | +61.7% | -59.8% | -6.0% |
| 3Y | +27.0% | +80.3% | -53.3% | +13.3% |
| 5Y | -13.4% | +226.0% | -239.4% | -32.9% |
| 10Y | +575.2% | +569.9% | +5.4% | +331.2% |
| All | +640.3% | +356.2% | +284.1% | +395.1% |
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 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