-10.5%
VEEV vs CP
+34.7%
-45.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +28.8% | +0.2% | +28.7% | +28.6% |
| 3M | +54.0% | +2.6% | +51.5% | +52.4% |
| 6M | +46.0% | +6.0% | +40.0% | +42.1% |
| YTD | +23.2% | +24.9% | -1.7% | +12.1% |
| 1Y | +1.9% | +20.1% | -18.2% | -6.0% |
| 3Y | +27.0% | +16.4% | +10.6% | +16.5% |
| All | -10.5% | +34.7% | -45.2% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling