+655.7%
VEEV vs CRL
+350.3%
+305.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | +1.4% | +11.9% | -10.5% | -4.3% |
| 3M | +19.4% | +20.2% | -0.8% | +9.0% |
| 6M | +93.6% | +107.5% | -13.9% | +38.7% |
| YTD | +35.1% | +69.4% | -34.3% | +4.2% |
| 1Y | +3.4% | +99.7% | -96.4% | -26.1% |
| 3Y | +81.4% | +98.8% | -17.4% | +17.4% |
| 5Y | -5.1% | -12.4% | +7.3% | -8.3% |
| All | +655.7% | +350.3% | +305.4% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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