+5.8%
VEEV vs ECL
+23.8%
-17.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -0.9% | +2.3% |
| 7D | -2.3% | +7.7% | -10.0% | -2.5% |
| 30D | +9.6% | +13.7% | -4.1% | +9.0% |
| 3M | +46.6% | +11.6% | +35.1% | +45.5% |
| 6M | +82.5% | +23.9% | +58.6% | +82.3% |
| YTD | +39.2% | +21.0% | +18.2% | +33.4% |
| 1Y | +5.8% | +23.1% | -17.3% | +1.6% |
| All | +5.8% | +23.8% | -17.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling