-13.8%
VEEV vs FFIV
+92.2%
-106.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -5.2% | -1.5% | -3.6% | -4.5% |
| 30D | +14.9% | -2.7% | +17.6% | +16.2% |
| 3M | +58.4% | -1.7% | +60.0% | +58.5% |
| 6M | +35.5% | +36.1% | -0.7% | +17.8% |
| YTD | +18.6% | +52.6% | -34.0% | -2.1% |
| 1Y | -6.3% | +21.5% | -27.9% | -15.5% |
| 3Y | +20.2% | +142.7% | -122.5% | -27.3% |
| 5Y | -13.8% | +92.6% | -106.4% | -40.2% |
| All | -13.8% | +92.2% | -106.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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