+722.3%
VEEV vs CNH
+45.2%
+677.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.6% |
| 7D | +0.8% | +4.5% | -3.7% | -0.3% |
| 30D | +3.2% | +7.6% | -4.5% | +1.4% |
| 3M | +30.2% | +17.0% | +13.2% | +24.5% |
| 6M | +83.7% | +12.9% | +70.7% | +75.7% |
| YTD | +36.9% | +34.3% | +2.6% | +24.0% |
| 1Y | +3.3% | +28.5% | -25.2% | -5.6% |
| 3Y | +85.1% | +31.9% | +53.2% | +64.5% |
| 5Y | -2.6% | -9.6% | +7.0% | -7.0% |
| 10Y | +676.7% | +106.3% | +570.4% | +481.8% |
| All | +722.3% | +45.2% | +677.0% | +509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling