-5.0%
VEEV vs ESI
+34.0%
-39.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | -0.1% |
| 7D | -8.2% | -2.3% | -5.9% | -8.3% |
| 30D | +10.3% | -9.0% | +19.4% | +9.9% |
| 3M | +59.4% | -13.3% | +72.6% | +56.4% |
| 6M | +37.6% | +5.3% | +32.3% | +30.2% |
| YTD | +16.9% | +37.6% | -20.7% | +5.4% |
| 1Y | -5.0% | +33.6% | -38.6% | -10.5% |
| All | -5.0% | +34.0% | -39.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling