+612.7%
VEEV vs CLX
+60.0%
+552.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.2% | -3.5% |
| 7D | -5.2% | -3.5% | -1.6% | -4.7% |
| 30D | +14.9% | -11.9% | +26.8% | +17.0% |
| 3M | +58.4% | -2.6% | +61.0% | +58.9% |
| 6M | +35.5% | -18.2% | +53.6% | +39.1% |
| YTD | +18.6% | -5.9% | +24.5% | +18.4% |
| 1Y | -6.3% | -23.8% | +17.5% | -2.9% |
| 3Y | +20.2% | -33.6% | +53.8% | +26.7% |
| 5Y | -13.8% | -35.7% | +21.9% | -10.2% |
| 10Y | +542.0% | -2.5% | +544.5% | +529.1% |
| All | +612.7% | +60.0% | +552.7% | +670.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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