-5.0%
VEEV vs ECL
+1.7%
-6.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -8.2% | -2.6% | -5.6% | -8.0% |
| 30D | +10.3% | -4.6% | +14.9% | +10.5% |
| 3M | +59.4% | +6.0% | +53.4% | +59.2% |
| 6M | +37.6% | -3.0% | +40.5% | +39.1% |
| YTD | +16.9% | +4.0% | +12.9% | +14.2% |
| 1Y | -5.0% | +2.0% | -7.0% | -7.4% |
| All | -5.0% | +1.7% | -6.7% | -7.4% |
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