+543.1%
VEEV vs ECL
+160.1%
+383.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | +8.6% | -0.8% | +9.5% | +8.9% |
| 3M | +62.4% | +5.0% | +57.4% | +58.2% |
| 6M | +40.3% | +0.2% | +40.0% | +38.8% |
| YTD | +17.5% | +5.8% | +11.8% | +12.7% |
| 1Y | -6.1% | +1.5% | -7.7% | -8.4% |
| 3Y | +16.7% | +55.0% | -38.3% | -10.7% |
| 5Y | -13.3% | +29.3% | -42.6% | -28.9% |
| All | +543.1% | +160.1% | +383.1% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling