+81.9%
VEEV vs ECL
+77.0%
+4.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +0.3% | +6.6% | -6.3% | -1.4% |
| 3M | +25.2% | +9.6% | +15.6% | +21.9% |
| 6M | +89.7% | +21.6% | +68.1% | +79.6% |
| YTD | +35.5% | +16.9% | +18.6% | +28.5% |
| 1Y | +1.8% | +17.9% | -16.0% | -3.9% |
| All | +81.9% | +77.0% | +4.9% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling