+640.3%
VEEV vs EMB
+58.7%
+581.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +28.8% | -0.3% | +29.1% | +29.3% |
| 3M | +54.0% | -0.4% | +54.4% | +54.8% |
| 6M | +46.0% | +0.1% | +45.8% | +45.7% |
| YTD | +23.2% | +1.6% | +21.6% | +21.0% |
| 1Y | +1.9% | +5.6% | -3.8% | -4.3% |
| 3Y | +27.0% | +29.8% | -2.8% | -4.7% |
| 5Y | -13.4% | +7.3% | -20.7% | -21.3% |
| 10Y | +575.2% | +30.4% | +544.8% | +425.4% |
| All | +640.3% | +58.7% | +581.5% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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