+546.5%
VEEV vs FE
+110.4%
+436.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | +11.1% | -1.2% | +12.3% | +11.4% |
| 3M | +55.5% | +1.7% | +53.9% | +54.8% |
| 6M | +33.4% | -7.5% | +40.8% | +35.6% |
| YTD | +16.8% | +6.3% | +10.5% | +14.4% |
| 1Y | -7.7% | +10.9% | -18.6% | -10.9% |
| 3Y | +18.4% | +46.9% | -28.6% | +4.4% |
| 5Y | -14.8% | +47.6% | -62.4% | -25.8% |
| 10Y | +546.5% | +114.5% | +432.0% | +442.5% |
| All | +546.5% | +110.4% | +436.2% | +442.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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