+640.3%
VEEV vs EXPD
+415.0%
+225.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | -0.6% | -1.1% | +0.6% | -0.1% |
| 30D | +28.8% | +4.1% | +24.8% | +26.5% |
| 3M | +54.0% | +17.9% | +36.1% | +42.7% |
| 6M | +46.0% | +29.2% | +16.7% | +29.1% |
| YTD | +23.2% | +27.4% | -4.1% | +8.8% |
| 1Y | +1.9% | +56.8% | -55.0% | -19.2% |
| 3Y | +27.0% | +68.0% | -41.0% | -4.8% |
| 5Y | -13.4% | +61.9% | -75.3% | -35.3% |
| 10Y | +575.2% | +316.0% | +259.2% | +217.2% |
| All | +640.3% | +415.0% | +225.3% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling