+54.8%
VEEV vs EXPD
+68.8%
-14.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -2.9% | -7.2% | +4.2% | -1.4% |
| 30D | +7.5% | -3.3% | +10.8% | +8.2% |
| 3M | +39.5% | +3.4% | +36.1% | +37.9% |
| 6M | +81.5% | +22.7% | +58.8% | +71.8% |
| YTD | +36.1% | +24.5% | +11.5% | +27.6% |
| 1Y | +4.3% | +38.6% | -34.4% | -5.4% |
| 3Y | +54.8% | +71.5% | -16.7% | +26.1% |
| All | +54.8% | +68.8% | -14.0% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling