+669.1%
VEEV vs EXPD
+334.2%
+334.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.3% |
| 7D | -0.2% | -5.5% | +5.3% | +2.1% |
| 30D | +3.5% | -1.9% | +5.4% | +4.1% |
| 3M | +32.9% | +6.1% | +26.9% | +28.9% |
| 6M | +84.2% | +21.6% | +62.6% | +67.4% |
| YTD | +37.3% | +27.9% | +9.4% | +20.2% |
| 1Y | +3.9% | +39.4% | -35.5% | -13.0% |
| 3Y | +83.9% | +72.7% | +11.3% | +34.4% |
| 5Y | -4.3% | +60.3% | -64.6% | -29.0% |
| 10Y | +669.1% | +332.6% | +336.5% | +281.1% |
| All | +669.1% | +334.2% | +334.9% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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