-14.8%
VEEV vs ENB
+68.4%
-83.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | +11.1% | -1.1% | +12.2% | +11.4% |
| 3M | +55.5% | -8.5% | +64.0% | +59.4% |
| 6M | +33.4% | -4.5% | +37.9% | +34.3% |
| YTD | +16.8% | +9.1% | +7.7% | +11.2% |
| 1Y | -7.7% | +8.0% | -15.7% | -11.8% |
| 3Y | +18.4% | +77.8% | -59.4% | -12.1% |
| 5Y | -14.8% | +69.4% | -84.2% | -34.1% |
| All | -14.8% | +68.4% | -83.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling