+539.7%
VEEV vs EIX
+21.5%
+518.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -8.2% | +0.8% | -9.0% | -8.4% |
| 30D | +10.3% | -18.8% | +29.1% | +13.1% |
| 3M | +59.4% | -19.7% | +79.1% | +63.5% |
| 6M | +37.6% | -18.2% | +55.8% | +40.1% |
| YTD | +16.9% | -1.7% | +18.7% | +14.1% |
| 1Y | -5.0% | +7.8% | -12.7% | -9.3% |
| 3Y | +18.5% | -5.6% | +24.1% | +14.3% |
| 5Y | -13.8% | +23.7% | -37.5% | -22.7% |
| All | +539.7% | +21.5% | +518.2% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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