+546.5%
VEEV vs CMS
+116.0%
+430.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -7.1% | +0.2% | -7.3% | -7.1% |
| 30D | +11.1% | -1.3% | +12.4% | +11.4% |
| 3M | +55.5% | -5.4% | +60.9% | +57.9% |
| 6M | +33.4% | -10.3% | +43.7% | +36.9% |
| YTD | +16.8% | -0.2% | +17.1% | +16.0% |
| 1Y | -7.7% | -0.9% | -6.9% | -8.4% |
| 3Y | +18.4% | +34.0% | -15.6% | +5.7% |
| 5Y | -14.8% | +23.6% | -38.4% | -22.9% |
| 10Y | +546.5% | +122.2% | +424.3% | +425.3% |
| All | +546.5% | +116.0% | +430.5% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling