-6.1%
VEEV vs FDS
-27.2%
+21.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -4.6% | -14.0% | +9.4% | +2.0% |
| 30D | +8.6% | -6.2% | +14.9% | +12.1% |
| 3M | +62.4% | +10.2% | +52.3% | +56.2% |
| 6M | +40.3% | +27.4% | +12.8% | +29.8% |
| YTD | +17.5% | -9.3% | +26.8% | +13.6% |
| 1Y | -6.1% | -28.6% | +22.5% | -9.7% |
| All | -6.1% | -27.2% | +21.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling