+655.7%
VEEV vs FIVE
+504.2%
+151.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.7% | +2.7% | -3.4% | -1.3% |
| 30D | +1.4% | +12.7% | -11.3% | -1.4% |
| 3M | +19.4% | +2.1% | +17.3% | +18.0% |
| 6M | +93.6% | +17.5% | +76.2% | +84.3% |
| YTD | +35.1% | +31.0% | +4.1% | +24.5% |
| 1Y | +3.4% | +67.7% | -64.4% | -10.4% |
| 3Y | +81.4% | +43.4% | +38.0% | +53.9% |
| 5Y | -5.1% | +18.1% | -23.2% | -18.1% |
| All | +655.7% | +504.2% | +151.6% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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