+722.3%
VEEV vs CMS
+290.1%
+432.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +3.2% | +7.4% | -4.2% | +1.4% |
| 3M | +30.2% | +1.9% | +28.3% | +29.4% |
| 6M | +83.7% | -2.3% | +86.0% | +84.3% |
| YTD | +36.9% | +3.0% | +33.9% | +34.9% |
| 1Y | +3.3% | -2.8% | +6.1% | +3.3% |
| 3Y | +85.1% | +37.9% | +47.2% | +66.5% |
| 5Y | -2.6% | +34.0% | -36.6% | -12.6% |
| 10Y | +676.7% | +138.1% | +538.6% | +537.4% |
| All | +722.3% | +290.1% | +432.2% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling