+612.7%
VEEV vs EXEL
+994.3%
-381.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.4% |
| 7D | -5.2% | +1.4% | -6.5% | -5.3% |
| 30D | +14.9% | +6.7% | +8.3% | +13.6% |
| 3M | +58.4% | +11.5% | +46.9% | +55.3% |
| 6M | +35.5% | +38.8% | -3.3% | +27.7% |
| YTD | +18.6% | +31.6% | -12.9% | +12.6% |
| 1Y | -6.3% | +53.0% | -59.4% | -13.5% |
| 3Y | +20.2% | +160.8% | -140.6% | -0.6% |
| 5Y | -13.8% | +190.1% | -203.9% | -30.7% |
| 10Y | +542.0% | +367.0% | +175.1% | +359.5% |
| All | +612.7% | +994.3% | -381.6% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling