-1.1%
VEEV vs COMP
-49.4%
+48.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.2% |
| 7D | -5.2% | +4.1% | -9.2% | -5.7% |
| 30D | +14.9% | -14.5% | +29.5% | +17.6% |
| 3M | +58.4% | +41.8% | +16.5% | +49.1% |
| 6M | +35.5% | +23.6% | +11.9% | +28.6% |
| YTD | +18.6% | +1.7% | +16.9% | +15.9% |
| 1Y | -6.3% | +12.6% | -18.9% | -10.8% |
| 3Y | +20.2% | +221.9% | -201.6% | -11.9% |
| 5Y | -13.8% | -28.1% | +14.3% | -25.0% |
| All | -1.1% | -49.4% | +48.3% | -5.9% |
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