+546.5%
VEEV vs CNH
+157.1%
+389.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.0% |
| 7D | -7.1% | +1.8% | -8.9% | -7.5% |
| 30D | +11.1% | +32.6% | -21.5% | +3.9% |
| 3M | +55.5% | +29.4% | +26.1% | +45.5% |
| 6M | +33.4% | +26.0% | +7.4% | +24.2% |
| YTD | +16.8% | +52.2% | -35.4% | +3.0% |
| 1Y | -7.7% | +23.9% | -31.6% | -14.3% |
| 3Y | +18.4% | +10.1% | +8.3% | +10.7% |
| 5Y | -14.8% | +13.2% | -28.0% | -22.6% |
| 10Y | +546.5% | +160.7% | +385.8% | +307.5% |
| All | +546.5% | +157.1% | +389.4% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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