+543.1%
VEEV vs EXEL
+375.2%
+167.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -4.6% | -4.9% | +0.3% | -3.7% |
| 30D | +8.6% | +11.4% | -2.7% | +6.3% |
| 3M | +62.4% | +4.9% | +57.5% | +60.4% |
| 6M | +40.3% | +34.4% | +5.8% | +31.0% |
| YTD | +17.5% | +28.0% | -10.5% | +10.6% |
| 1Y | -6.1% | +43.6% | -49.7% | -14.1% |
| 3Y | +16.7% | +155.2% | -138.5% | -8.8% |
| 5Y | -13.3% | +181.2% | -194.5% | -34.9% |
| All | +543.1% | +375.2% | +167.9% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling