+722.3%
VEEV vs FFIV
+259.1%
+463.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +0.8% | -4.2% | +5.0% | +2.4% |
| 30D | +3.2% | -33.9% | +37.1% | +19.8% |
| 3M | +30.2% | -22.6% | +52.8% | +41.0% |
| 6M | +83.7% | -10.4% | +94.1% | +85.6% |
| YTD | +36.9% | +24.3% | +12.6% | +19.3% |
| 1Y | +3.3% | +31.8% | -28.5% | -12.5% |
| 3Y | +85.1% | +99.5% | -14.4% | +24.1% |
| 5Y | -2.6% | +40.7% | -43.4% | -24.6% |
| 10Y | +676.7% | +126.9% | +549.8% | +371.4% |
| All | +722.3% | +259.1% | +463.1% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling