+655.7%
VEEV vs FE
+126.1%
+529.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -0.7% | +1.2% | -2.0% | -1.0% |
| 30D | +1.4% | +4.5% | -3.1% | +0.3% |
| 3M | +19.4% | +1.3% | +18.0% | +18.8% |
| 6M | +93.6% | +8.7% | +85.0% | +89.2% |
| YTD | +35.1% | +9.2% | +25.9% | +31.2% |
| 1Y | +3.4% | +7.0% | -3.6% | +0.9% |
| 3Y | +81.4% | +51.4% | +30.0% | +58.8% |
| 5Y | -5.1% | +47.7% | -52.8% | -17.2% |
| All | +655.7% | +126.1% | +529.6% | +549.6% |
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