-11.2%
VEEV vs FE
+45.0%
-56.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | +28.8% | -1.2% | +30.0% | +29.0% |
| 3M | +54.0% | +3.5% | +50.5% | +53.2% |
| 6M | +46.0% | -6.1% | +52.0% | +47.3% |
| YTD | +23.2% | +7.6% | +15.6% | +21.0% |
| 1Y | +1.9% | +11.9% | -10.1% | -1.0% |
| 3Y | +27.0% | +48.4% | -21.4% | +13.8% |
| All | -11.2% | +45.0% | -56.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling