+711.4%
VEEV vs EXEL
+1,209.3%
-497.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +1.4% | +13.1% | -11.7% | -0.6% |
| 3M | +19.4% | +36.3% | -17.0% | +13.5% |
| 6M | +93.6% | +34.5% | +59.1% | +84.1% |
| YTD | +35.1% | +57.4% | -22.4% | +24.6% |
| 1Y | +3.4% | +62.9% | -59.6% | -5.3% |
| 3Y | +81.4% | +229.5% | -148.1% | +44.8% |
| 5Y | -5.1% | +281.2% | -286.3% | -26.8% |
| 10Y | +661.2% | +320.7% | +340.5% | +449.5% |
| All | +711.4% | +1,209.3% | -497.9% | +387.0% |
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