+676.7%
VEEV vs FIVE
+562.8%
+113.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +7.3% | -6.6% | -0.9% |
| 30D | +3.2% | +18.1% | -14.9% | -0.8% |
| 3M | +30.2% | +7.7% | +22.5% | +27.2% |
| 6M | +83.7% | +13.6% | +70.1% | +76.3% |
| YTD | +36.9% | +34.6% | +2.3% | +25.4% |
| 1Y | +3.3% | +66.2% | -62.9% | -10.2% |
| 3Y | +85.1% | +43.5% | +41.6% | +57.3% |
| 5Y | -2.6% | +20.7% | -23.3% | -16.3% |
| 10Y | +676.7% | +541.5% | +135.2% | +392.3% |
| All | +676.7% | +562.8% | +113.9% | +392.3% |
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