+722.3%
VEEV vs FE
+117.6%
+604.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +3.2% | +4.3% | -1.1% | +2.2% |
| 3M | +30.2% | +0.4% | +29.8% | +29.9% |
| 6M | +83.7% | +6.9% | +76.7% | +80.5% |
| YTD | +36.9% | +8.0% | +28.9% | +33.7% |
| 1Y | +3.3% | +4.8% | -1.5% | +1.5% |
| 3Y | +85.1% | +49.0% | +36.1% | +64.9% |
| 5Y | -2.6% | +46.2% | -48.8% | -13.6% |
| 10Y | +676.7% | +120.9% | +555.8% | +538.5% |
| All | +722.3% | +117.6% | +604.7% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling