+83.9%
VEEV vs CP
+30.2%
+53.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | -0.2% | +2.8% | -3.0% | -0.8% |
| 30D | +3.5% | +11.3% | -7.9% | +1.1% |
| 3M | +32.9% | +2.9% | +30.1% | +32.0% |
| 6M | +84.2% | +9.8% | +74.4% | +80.0% |
| YTD | +37.3% | +28.5% | +8.7% | +27.8% |
| 1Y | +3.9% | +33.5% | -29.6% | -4.4% |
| 3Y | +83.9% | +31.9% | +52.0% | +62.8% |
| All | +83.9% | +30.2% | +53.7% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling