+711.4%
VEEV vs FDS
+254.0%
+457.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -0.7% | +1.5% | -2.2% | -1.6% |
| 30D | +1.4% | +14.8% | -13.4% | -6.6% |
| 3M | +19.4% | +16.3% | +3.1% | +8.7% |
| 6M | +93.6% | +66.2% | +27.4% | +43.5% |
| YTD | +35.1% | +16.2% | +18.8% | +20.7% |
| 1Y | +3.4% | +21.8% | -18.5% | -10.7% |
| 3Y | +81.4% | -23.9% | +105.3% | +100.2% |
| 5Y | -5.1% | -23.1% | +18.0% | +2.9% |
| 10Y | +661.2% | +128.7% | +532.5% | +291.8% |
| All | +711.4% | +254.0% | +457.5% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling