+14.1%
VEEV vs COMP
-53.0%
+67.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.9% |
| 7D | +0.8% | +7.2% | -6.4% | -0.6% |
| 30D | +3.2% | +6.4% | -3.2% | +1.7% |
| 3M | +30.2% | -19.4% | +49.6% | +33.7% |
| 6M | +83.7% | +14.6% | +69.1% | +77.3% |
| YTD | +36.9% | -5.5% | +42.4% | +34.4% |
| 1Y | +3.3% | +13.7% | -10.3% | -2.0% |
| 3Y | +85.1% | +409.7% | -324.6% | +23.9% |
| 5Y | -2.6% | -17.0% | +14.4% | -16.9% |
| All | +14.1% | -53.0% | +67.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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