+724.5%
VEEV vs CP
+308.8%
+415.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.1% |
| 7D | -0.2% | +2.8% | -3.0% | -1.2% |
| 30D | +3.5% | +11.3% | -7.9% | -0.7% |
| 3M | +32.9% | +2.9% | +30.1% | +31.2% |
| 6M | +84.2% | +9.8% | +74.4% | +76.9% |
| YTD | +37.3% | +28.5% | +8.7% | +22.8% |
| 1Y | +3.9% | +33.5% | -29.6% | -8.6% |
| 3Y | +83.9% | +31.9% | +52.0% | +59.8% |
| 5Y | -4.3% | +25.5% | -29.8% | -16.1% |
| 10Y | +669.1% | +257.6% | +411.5% | +343.6% |
| All | +724.5% | +308.8% | +415.8% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling