-11.2%
VEEV vs ES
-5.6%
-5.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | +28.8% | -2.0% | +30.8% | +29.2% |
| 3M | +54.0% | +1.7% | +52.4% | +53.6% |
| 6M | +46.0% | -3.5% | +49.5% | +46.8% |
| YTD | +23.2% | +7.9% | +15.3% | +21.1% |
| 1Y | +1.9% | +17.2% | -15.3% | -2.2% |
| 3Y | +27.0% | +29.3% | -2.3% | +17.0% |
| All | -11.2% | -5.6% | -5.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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