+543.1%
VEEV vs COPX
+583.8%
-40.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.6% | -2.3% | -2.3% | -4.2% |
| 30D | +8.6% | +0.3% | +8.4% | +8.3% |
| 3M | +62.4% | +6.8% | +55.6% | +58.1% |
| 6M | +40.3% | +7.9% | +32.3% | +34.2% |
| YTD | +17.5% | +23.7% | -6.2% | +6.2% |
| 1Y | -6.1% | +71.5% | -77.6% | -24.2% |
| 3Y | +16.7% | +149.1% | -132.4% | -19.9% |
| 5Y | -13.3% | +167.3% | -180.7% | -43.4% |
| All | +543.1% | +583.8% | -40.7% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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