+640.3%
VEEV vs EL
+72.7%
+567.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -4.2% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +28.8% | +19.8% | +9.0% | +21.1% |
| 3M | +54.0% | +25.7% | +28.3% | +42.4% |
| 6M | +46.0% | +5.4% | +40.5% | +41.1% |
| YTD | +23.2% | +0.2% | +23.0% | +19.6% |
| 1Y | +1.9% | +20.4% | -18.6% | -8.1% |
| 3Y | +27.0% | -32.1% | +59.2% | +32.5% |
| 5Y | -13.4% | -67.2% | +53.8% | +21.6% |
| 10Y | +575.2% | +31.7% | +543.5% | +411.9% |
| All | +640.3% | +72.7% | +567.6% | +371.7% |
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