+4.3%
VEEV vs COMP
+16.2%
-11.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.8% | -2.9% |
| 7D | -2.9% | +13.4% | -16.4% | -4.1% |
| 30D | +7.5% | +11.1% | -3.6% | +6.3% |
| 3M | +39.5% | -18.8% | +58.3% | +41.8% |
| 6M | +81.5% | +10.5% | +71.0% | +79.3% |
| YTD | +36.1% | -3.4% | +39.5% | +46.5% |
| 1Y | +4.3% | +19.7% | -15.4% | +25.3% |
| All | +4.3% | +16.2% | -11.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling