+540.5%
VEEV vs ESI
+224.6%
+315.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -4.0% |
| 7D | -0.6% | +3.3% | -3.9% | -1.5% |
| 30D | +28.8% | -5.9% | +34.7% | +30.7% |
| 3M | +54.0% | -14.1% | +68.1% | +57.8% |
| 6M | +46.0% | +6.6% | +39.4% | +38.6% |
| YTD | +23.2% | +45.0% | -21.8% | +6.6% |
| 1Y | +1.9% | +41.5% | -39.6% | -11.7% |
| 3Y | +27.0% | +78.8% | -51.7% | +0.3% |
| 5Y | -13.4% | +70.9% | -84.3% | -31.3% |
| 10Y | +575.2% | +317.1% | +258.2% | +294.5% |
| All | +540.5% | +224.6% | +315.9% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling