-13.8%
VEEV vs CNH
+7.1%
-20.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.8% | -2.7% |
| 7D | -5.2% | +8.8% | -14.0% | -6.7% |
| 30D | +14.9% | +24.7% | -9.7% | +9.7% |
| 3M | +58.4% | +27.3% | +31.0% | +49.9% |
| 6M | +35.5% | +23.2% | +12.3% | +28.0% |
| YTD | +18.6% | +48.9% | -30.3% | +5.6% |
| 1Y | -6.3% | +19.4% | -25.7% | -11.4% |
| 3Y | +20.2% | +7.8% | +12.5% | +14.3% |
| 5Y | -13.8% | +8.7% | -22.5% | -20.4% |
| All | -13.8% | +7.1% | -20.9% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling