+713.8%
VEEV vs ECL
+249.6%
+464.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | +0.3% | +6.6% | -6.3% | -3.1% |
| 3M | +25.2% | +9.6% | +15.6% | +19.0% |
| 6M | +89.7% | +21.6% | +68.1% | +70.4% |
| YTD | +35.5% | +16.9% | +18.6% | +23.1% |
| 1Y | +1.8% | +17.9% | -16.0% | -8.1% |
| 3Y | +83.2% | +76.5% | +6.7% | +30.4% |
| 5Y | -4.8% | +36.6% | -41.4% | -23.9% |
| 10Y | +663.5% | +193.2% | +470.3% | +267.3% |
| All | +713.8% | +249.6% | +464.2% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling