+16.7%
VEEV vs CRS
+612.2%
-595.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -4.6% | -6.8% | +2.1% | -4.3% |
| 30D | +8.6% | -16.1% | +24.8% | +9.6% |
| 3M | +62.4% | -21.2% | +83.6% | +63.9% |
| 6M | +40.3% | +8.7% | +31.6% | +37.8% |
| YTD | +17.5% | +41.0% | -23.4% | +12.3% |
| 1Y | -6.1% | +82.7% | -88.8% | -13.3% |
| 3Y | +16.7% | +604.8% | -588.1% | -16.2% |
| All | +16.7% | +612.2% | -595.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling