+640.3%
VEEV vs EAT
+587.8%
+52.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +28.8% | +1.9% | +27.0% | +28.1% |
| 3M | +54.0% | +68.7% | -14.6% | +41.9% |
| 6M | +46.0% | +66.9% | -20.9% | +33.7% |
| YTD | +23.2% | +60.4% | -37.2% | +13.2% |
| 1Y | +1.9% | +44.0% | -42.1% | -5.4% |
| 3Y | +27.0% | +604.7% | -577.7% | -12.1% |
| 5Y | -13.4% | +347.0% | -360.4% | -37.8% |
| 10Y | +575.2% | +390.8% | +184.5% | +371.6% |
| All | +640.3% | +587.8% | +52.5% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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