+713.8%
VEEV vs EIX
+113.3%
+600.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.5% | -1.5% | -1.0% | -2.3% |
| 30D | +0.3% | +8.1% | -7.9% | -1.0% |
| 3M | +25.2% | -12.1% | +37.4% | +26.6% |
| 6M | +89.7% | -13.4% | +103.1% | +91.8% |
| YTD | +35.5% | +5.6% | +29.9% | +30.9% |
| 1Y | +1.8% | +7.8% | -6.0% | -2.1% |
| 3Y | +83.2% | +9.8% | +73.4% | +72.3% |
| 5Y | -4.8% | +18.8% | -23.6% | -12.7% |
| 10Y | +663.5% | +34.4% | +629.1% | +551.8% |
| All | +713.8% | +113.3% | +600.5% | +551.6% |
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