+640.3%
VEEV vs CMS
+279.6%
+360.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | +28.8% | -3.6% | +32.4% | +29.9% |
| 3M | +54.0% | -1.9% | +55.9% | +54.7% |
| 6M | +46.0% | -11.0% | +56.9% | +49.7% |
| YTD | +23.2% | +0.2% | +23.0% | +22.3% |
| 1Y | +1.9% | -1.3% | +3.2% | +1.4% |
| 3Y | +27.0% | +35.9% | -8.9% | +14.6% |
| 5Y | -13.4% | +23.1% | -36.5% | -20.4% |
| 10Y | +575.2% | +117.9% | +457.3% | +462.2% |
| All | +640.3% | +279.6% | +360.7% | +452.6% |
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 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