+676.7%
VEEV vs CP
+255.2%
+421.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +2.8% | -2.0% | -0.4% |
| 30D | +3.2% | +11.0% | -7.9% | -1.3% |
| 3M | +30.2% | +3.8% | +26.3% | +27.8% |
| 6M | +83.7% | +9.5% | +74.2% | +75.9% |
| YTD | +36.9% | +28.2% | +8.7% | +21.1% |
| 1Y | +3.3% | +33.0% | -29.6% | -10.2% |
| 3Y | +85.1% | +35.5% | +49.5% | +55.9% |
| 5Y | -2.6% | +25.8% | -28.4% | -16.3% |
| 10Y | +676.7% | +250.7% | +426.0% | +318.8% |
| All | +676.7% | +255.2% | +421.5% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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