-14.8%
VEEV vs ECL
+25.4%
-40.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | -7.1% | -2.7% | -4.3% | -5.7% |
| 30D | +11.1% | -4.3% | +15.4% | +13.5% |
| 3M | +55.5% | +3.2% | +52.3% | +52.5% |
| 6M | +33.4% | -2.9% | +36.3% | +34.4% |
| YTD | +16.8% | +4.3% | +12.6% | +12.3% |
| 1Y | -7.7% | +1.6% | -9.4% | -10.4% |
| 3Y | +18.4% | +54.3% | -35.9% | -14.9% |
| 5Y | -14.8% | +26.5% | -41.3% | -36.0% |
| All | -14.8% | +25.4% | -40.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling