+640.3%
VEEV vs CP
+297.3%
+343.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -0.6% | -2.7% | +2.1% | +0.4% |
| 30D | +28.8% | +0.2% | +28.7% | +28.6% |
| 3M | +54.0% | +2.6% | +51.5% | +52.3% |
| 6M | +46.0% | +6.0% | +40.0% | +41.7% |
| YTD | +23.2% | +24.9% | -1.7% | +11.6% |
| 1Y | +1.9% | +20.1% | -18.2% | -6.5% |
| 3Y | +27.0% | +16.4% | +10.6% | +16.2% |
| 5Y | -13.4% | +31.7% | -45.1% | -25.6% |
| 10Y | +575.2% | +223.9% | +351.4% | +302.2% |
| All | +640.3% | +297.3% | +343.0% | +382.3% |
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