+655.7%
VEEV vs CMS
+140.2%
+515.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -0.7% | +1.7% | -2.5% | -1.2% |
| 30D | +1.4% | +6.2% | -4.8% | -0.3% |
| 3M | +19.4% | +0.6% | +18.7% | +19.0% |
| 6M | +93.6% | -1.8% | +95.4% | +94.0% |
| YTD | +35.1% | +3.8% | +31.2% | +32.5% |
| 1Y | +3.4% | -1.8% | +5.1% | +3.1% |
| 3Y | +81.4% | +39.8% | +41.5% | +60.0% |
| 5Y | -5.1% | +37.1% | -42.2% | -16.9% |
| All | +655.7% | +140.2% | +515.5% | +564.3% |
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