+601.8%
VEEV vs COPX
+326.3%
+275.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -7.1% | +6.0% | -13.1% | -8.6% |
| 30D | +11.1% | +6.4% | +4.7% | +9.0% |
| 3M | +55.5% | +19.3% | +36.3% | +46.6% |
| 6M | +33.4% | +16.2% | +17.1% | +24.9% |
| YTD | +16.8% | +33.2% | -16.3% | +3.3% |
| 1Y | -7.7% | +90.2% | -98.0% | -27.8% |
| 3Y | +18.4% | +175.7% | -157.3% | -20.9% |
| 5Y | -14.8% | +193.1% | -207.9% | -45.6% |
| 10Y | +546.5% | +619.4% | -72.9% | +177.7% |
| All | +601.8% | +326.3% | +275.5% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling