+663.8%
VEEV vs COO
+41.7%
+622.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -0.8% |
| 30D | +3.0% | +13.3% | -10.3% | -3.0% |
| 3M | +28.8% | -18.1% | +46.9% | +39.9% |
| 6M | +91.3% | +6.7% | +84.6% | +81.6% |
| YTD | +36.5% | -23.2% | +59.7% | +52.1% |
| 1Y | +1.9% | -12.3% | +14.2% | +5.3% |
| 3Y | +84.6% | -23.6% | +108.2% | +94.0% |
| 5Y | -2.6% | -38.7% | +36.1% | +14.8% |
| All | +663.8% | +41.7% | +622.1% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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