+612.7%
VEEV vs EFX
+224.2%
+388.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -2.3% |
| 7D | -5.2% | -7.8% | +2.7% | -1.5% |
| 30D | +14.9% | -5.7% | +20.6% | +18.0% |
| 3M | +58.4% | +2.5% | +55.8% | +56.4% |
| 6M | +35.5% | -16.7% | +52.1% | +46.6% |
| YTD | +18.6% | -20.2% | +38.8% | +30.1% |
| 1Y | -6.3% | -31.4% | +25.0% | +9.1% |
| 3Y | +20.2% | -10.5% | +30.7% | +18.4% |
| 5Y | -13.8% | -35.2% | +21.4% | -3.5% |
| 10Y | +542.0% | +40.2% | +501.9% | +364.0% |
| All | +612.7% | +224.2% | +388.5% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling