+713.8%
VEEV vs CRL
+636.7%
+77.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -2.5% | +8.9% | -11.4% | -6.1% |
| 30D | +0.3% | +14.0% | -13.7% | -6.2% |
| 3M | +25.2% | +19.8% | +5.4% | +14.3% |
| 6M | +89.7% | +102.0% | -12.3% | +36.5% |
| YTD | +35.5% | +70.8% | -35.4% | +3.5% |
| 1Y | +1.8% | +98.7% | -96.9% | -27.6% |
| 3Y | +83.2% | +98.2% | -15.0% | +18.0% |
| 5Y | -4.8% | -11.7% | +6.9% | -9.9% |
| 10Y | +663.5% | +356.7% | +306.8% | +189.4% |
| All | +713.8% | +636.7% | +77.1% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling