+720.2%
VEEV vs FFIV
+262.2%
+458.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -1.9% | -2.9% | +1.1% | -0.8% |
| 30D | +3.0% | -32.4% | +35.4% | +18.5% |
| 3M | +28.8% | -22.7% | +51.5% | +39.6% |
| 6M | +91.3% | -10.7% | +102.0% | +93.7% |
| YTD | +36.5% | +25.4% | +11.2% | +18.6% |
| 1Y | +1.9% | +34.2% | -32.3% | -14.4% |
| 3Y | +84.6% | +101.2% | -16.6% | +23.4% |
| 5Y | -2.6% | +42.0% | -44.6% | -24.9% |
| 10Y | +669.4% | +126.7% | +542.7% | +367.0% |
| All | +720.2% | +262.2% | +458.0% | +350.7% |
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