+54.8%
VEEV vs COMP
+353.8%
-298.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.8% | -3.2% |
| 7D | -2.9% | +13.4% | -16.4% | -4.4% |
| 30D | +7.5% | +11.1% | -3.6% | +6.0% |
| 3M | +39.5% | -18.8% | +58.3% | +42.1% |
| 6M | +81.5% | +10.5% | +71.0% | +78.1% |
| YTD | +36.1% | -3.4% | +39.5% | +35.1% |
| 1Y | +4.3% | +19.7% | -15.4% | +0.9% |
| 3Y | +54.8% | +381.6% | -326.8% | +4.9% |
| All | +54.8% | +353.8% | -298.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling