+711.4%
VEEV vs EIX
+114.0%
+597.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +1.4% | +8.5% | -7.1% | +0.1% |
| 3M | +19.4% | -13.5% | +32.8% | +21.0% |
| 6M | +93.6% | -12.4% | +106.0% | +95.4% |
| YTD | +35.1% | +5.9% | +29.2% | +30.5% |
| 1Y | +3.4% | +7.6% | -4.2% | -0.5% |
| 3Y | +81.4% | +12.8% | +68.6% | +69.6% |
| 5Y | -5.1% | +19.2% | -24.3% | -13.0% |
| 10Y | +661.2% | +34.9% | +626.4% | +549.5% |
| All | +711.4% | +114.0% | +597.5% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling