+543.1%
VEEV vs EFX
+42.6%
+500.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -4.6% | -4.5% | -0.1% | -2.6% |
| 30D | +8.6% | -6.1% | +14.7% | +11.6% |
| 3M | +62.4% | +6.2% | +56.2% | +58.3% |
| 6M | +40.3% | -11.2% | +51.5% | +47.2% |
| YTD | +17.5% | -21.4% | +39.0% | +29.0% |
| 1Y | -6.1% | -34.3% | +28.2% | +10.4% |
| 3Y | +16.7% | -12.5% | +29.2% | +16.6% |
| 5Y | -13.3% | -35.6% | +22.2% | -3.9% |
| All | +543.1% | +42.6% | +500.6% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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