+529.7%
VEEV vs ELF
+334.6%
+195.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.9% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | +14.9% | +5.9% | +9.0% | +13.7% |
| 3M | +58.4% | +99.5% | -41.2% | +41.4% |
| 6M | +35.5% | +26.5% | +8.9% | +29.1% |
| YTD | +18.6% | +37.2% | -18.5% | +11.0% |
| 1Y | -6.3% | -24.4% | +18.1% | -5.1% |
| 3Y | +20.2% | -23.3% | +43.5% | +13.4% |
| 5Y | -13.8% | +245.2% | -259.0% | -39.0% |
| All | +529.7% | +334.6% | +195.0% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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