+717.4%
VEEV vs EXPD
+403.6%
+313.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.1% |
| 7D | -2.9% | -7.2% | +4.2% | +0.1% |
| 30D | +7.5% | -3.3% | +10.8% | +8.9% |
| 3M | +39.5% | +3.4% | +36.1% | +36.8% |
| 6M | +81.5% | +22.7% | +58.8% | +64.5% |
| YTD | +36.1% | +24.5% | +11.5% | +20.9% |
| 1Y | +4.3% | +38.6% | -34.4% | -12.2% |
| 3Y | +54.8% | +71.5% | -16.7% | +14.4% |
| 5Y | -4.7% | +56.2% | -61.0% | -27.7% |
| 10Y | +709.1% | +310.5% | +398.6% | +281.2% |
| All | +717.4% | +403.6% | +313.8% | +246.4% |
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