+539.7%
VEEV vs FHN
+129.4%
+410.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | +10.3% | -2.6% | +12.9% | +10.6% |
| 3M | +59.4% | +0.8% | +58.5% | +59.1% |
| 6M | +37.6% | +9.2% | +28.4% | +35.8% |
| YTD | +16.9% | +5.1% | +11.8% | +15.9% |
| 1Y | -5.0% | +12.2% | -17.2% | -6.7% |
| 3Y | +18.5% | +132.4% | -113.9% | +5.7% |
| 5Y | -13.8% | +91.1% | -104.9% | -22.9% |
| All | +539.7% | +129.4% | +410.2% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling