+601.8%
VEEV vs EME
+1,918.4%
-1,316.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.9% |
| 7D | -7.1% | +2.7% | -9.8% | -7.7% |
| 30D | +11.1% | -6.8% | +17.9% | +12.8% |
| 3M | +55.5% | -8.8% | +64.4% | +56.8% |
| 6M | +33.4% | +5.0% | +28.4% | +28.1% |
| YTD | +16.8% | +23.5% | -6.7% | +6.1% |
| 1Y | -7.7% | +21.3% | -29.0% | -16.8% |
| 3Y | +18.4% | +241.1% | -222.7% | -27.6% |
| 5Y | -14.8% | +549.2% | -564.0% | -59.2% |
| 10Y | +546.5% | +1,306.4% | -759.9% | +101.6% |
| All | +601.8% | +1,918.4% | -1,316.6% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling