+717.4%
VEEV vs CF
+308.4%
+408.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -2.9% | -3.2% | +0.2% | -2.6% |
| 30D | +7.5% | +4.3% | +3.2% | +6.8% |
| 3M | +39.5% | +2.8% | +36.6% | +38.5% |
| 6M | +81.5% | +0.6% | +80.9% | +80.3% |
| YTD | +36.1% | +56.6% | -20.6% | +25.8% |
| 1Y | +4.3% | +49.6% | -45.3% | -3.0% |
| 3Y | +54.8% | +61.5% | -6.6% | +40.1% |
| 5Y | -4.7% | +124.0% | -128.7% | -21.3% |
| 10Y | +709.1% | +573.2% | +135.9% | +413.5% |
| All | +717.4% | +308.4% | +408.9% | +453.5% |
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