+16.0%
VEEV vs ESI
+81.4%
-65.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -7.1% | +3.9% | -11.0% | -7.6% |
| 30D | +11.1% | -3.8% | +14.9% | +11.6% |
| 3M | +55.5% | -13.1% | +68.7% | +56.5% |
| 6M | +33.4% | +11.3% | +22.0% | +25.3% |
| YTD | +16.8% | +44.1% | -27.3% | +1.9% |
| 1Y | -7.7% | +40.3% | -48.1% | -19.1% |
| All | +16.0% | +81.4% | -65.4% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling