+713.8%
VEEV vs EL
+83.7%
+630.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -2.5% | +2.7% | -5.1% | -3.3% |
| 30D | +0.3% | +10.8% | -10.5% | -3.1% |
| 3M | +25.2% | +26.5% | -1.2% | +15.4% |
| 6M | +89.7% | +31.1% | +58.6% | +71.6% |
| YTD | +35.5% | +6.6% | +28.8% | +28.6% |
| 1Y | +1.8% | +21.8% | -20.0% | -8.1% |
| 3Y | +83.2% | +1.8% | +81.4% | +62.7% |
| 5Y | -4.8% | -65.6% | +60.8% | +31.7% |
| 10Y | +663.5% | +60.3% | +603.2% | +437.6% |
| All | +713.8% | +83.7% | +630.1% | +406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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