+3.3%
VEEV vs CMS
-0.8%
+4.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.9% |
| 30D | +3.2% | +7.4% | -4.2% | +5.7% |
| 3M | +30.2% | +1.9% | +28.3% | +31.2% |
| 6M | +83.7% | -2.3% | +86.0% | +85.5% |
| YTD | +36.9% | +3.0% | +33.9% | +39.6% |
| 1Y | +3.3% | -2.8% | +6.1% | +1.6% |
| All | +3.3% | -0.8% | +4.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling