+543.1%
VEEV vs CRS
+1,392.1%
-848.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -4.6% | -6.8% | +2.1% | -3.7% |
| 30D | +8.6% | -16.1% | +24.8% | +11.1% |
| 3M | +62.4% | -21.2% | +83.6% | +66.8% |
| 6M | +40.3% | +8.7% | +31.6% | +37.0% |
| YTD | +17.5% | +41.0% | -23.4% | +10.1% |
| 1Y | -6.1% | +82.7% | -88.8% | -15.9% |
| 3Y | +16.7% | +604.8% | -588.1% | -18.0% |
| 5Y | -13.3% | +1,384.7% | -1,398.0% | -46.5% |
| All | +543.1% | +1,392.1% | -848.9% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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