+543.1%
VEEV vs FDS
+64.8%
+478.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | -4.6% | -14.0% | +9.4% | +3.4% |
| 30D | +8.6% | -6.2% | +14.9% | +12.6% |
| 3M | +62.4% | +10.2% | +52.3% | +53.7% |
| 6M | +40.3% | +27.4% | +12.8% | +22.0% |
| YTD | +17.5% | -9.3% | +26.8% | +21.8% |
| 1Y | -6.1% | -28.6% | +22.5% | +9.3% |
| 3Y | +16.7% | -36.8% | +53.5% | +42.3% |
| 5Y | -13.3% | -28.6% | +15.3% | -2.2% |
| All | +543.1% | +64.8% | +478.3% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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