+546.5%
VEEV vs CP
+224.3%
+322.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.0% |
| 7D | -7.1% | +0.6% | -7.7% | -7.3% |
| 30D | +11.1% | -0.5% | +11.6% | +11.2% |
| 3M | +55.5% | +0.1% | +55.5% | +55.2% |
| 6M | +33.4% | +7.8% | +25.5% | +28.2% |
| YTD | +16.8% | +22.9% | -6.0% | +5.5% |
| 1Y | -7.7% | +21.3% | -29.1% | -16.5% |
| 3Y | +18.4% | +20.4% | -2.0% | +5.5% |
| 5Y | -14.8% | +34.9% | -49.7% | -29.2% |
| 10Y | +546.5% | +233.3% | +313.2% | +246.2% |
| All | +546.5% | +224.3% | +322.2% | +246.2% |
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