+16.0%
VEEV vs EXEL
+164.8%
-148.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.6% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | +11.1% | +10.1% | +1.0% | +10.6% |
| 3M | +55.5% | +10.1% | +45.5% | +54.6% |
| 6M | +33.4% | +37.7% | -4.3% | +30.5% |
| YTD | +16.8% | +33.1% | -16.3% | +14.5% |
| 1Y | -7.7% | +52.4% | -60.1% | -10.7% |
| All | +16.0% | +164.8% | -148.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling