+543.1%
VEEV vs EME
+1,362.1%
-819.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | +8.6% | -6.3% | +15.0% | +9.9% |
| 3M | +62.4% | -3.8% | +66.2% | +61.8% |
| 6M | +40.3% | +8.5% | +31.7% | +34.7% |
| YTD | +17.5% | +27.8% | -10.3% | +7.5% |
| 1Y | -6.1% | +22.2% | -28.3% | -14.0% |
| 3Y | +16.7% | +253.5% | -236.8% | -24.1% |
| 5Y | -13.3% | +578.6% | -592.0% | -54.4% |
| All | +543.1% | +1,362.1% | -819.0% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling