+619.0%
VEEV vs ELF
+373.0%
+246.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.1% |
| 7D | -2.5% | +3.4% | -5.8% | -3.1% |
| 30D | +0.3% | +5.0% | -4.7% | -0.6% |
| 3M | +25.2% | +22.6% | +2.6% | +20.9% |
| 6M | +89.7% | +104.0% | -14.3% | +67.9% |
| YTD | +35.5% | +49.3% | -13.8% | +24.9% |
| 1Y | +1.8% | +46.0% | -44.2% | -6.0% |
| 3Y | +83.2% | +19.4% | +63.8% | +60.8% |
| 5Y | -4.8% | +262.0% | -266.8% | -33.3% |
| 10Y | +663.5% | +320.5% | +343.0% | +381.6% |
| All | +619.0% | +373.0% | +246.0% | +352.9% |
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