+640.3%
VEEV vs CRL
+523.6%
+116.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -0.6% | -1.0% | +0.5% | -0.2% |
| 30D | +28.8% | +10.7% | +18.2% | +23.3% |
| 3M | +54.0% | +55.3% | -1.3% | +26.4% |
| 6M | +46.0% | +60.7% | -14.7% | +16.1% |
| YTD | +23.2% | +44.6% | -21.4% | +2.4% |
| 1Y | +1.9% | +77.7% | -75.9% | -23.8% |
| 3Y | +27.0% | +37.6% | -10.6% | -1.6% |
| 5Y | -13.4% | -35.8% | +22.4% | -4.1% |
| 10Y | +575.2% | +241.7% | +333.5% | +195.1% |
| All | +640.3% | +523.6% | +116.6% | +108.9% |
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