+722.3%
VEEV vs ES
+165.2%
+557.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +3.2% | +5.9% | -2.7% | +1.6% |
| 3M | +30.2% | -1.0% | +31.2% | +30.3% |
| 6M | +83.7% | +7.2% | +76.5% | +79.9% |
| YTD | +36.9% | +7.0% | +29.9% | +33.5% |
| 1Y | +3.3% | +0.5% | +2.9% | +2.1% |
| 3Y | +85.1% | +48.7% | +36.4% | +60.4% |
| 5Y | -2.6% | +1.9% | -4.6% | -6.5% |
| 10Y | +676.7% | +89.2% | +587.5% | +574.0% |
| All | +722.3% | +165.2% | +557.0% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling