+23.9%
VEEV vs FIVE
+56.0%
-32.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -3.8% |
| 7D | -0.6% | +4.3% | -4.8% | -1.0% |
| 30D | +28.8% | +12.5% | +16.3% | +27.0% |
| 3M | +54.0% | +31.2% | +22.8% | +49.2% |
| 6M | +46.0% | +14.4% | +31.6% | +43.0% |
| YTD | +23.2% | +33.9% | -10.7% | +18.7% |
| 1Y | +1.9% | +65.1% | -63.2% | -4.3% |
| All | +23.9% | +56.0% | -32.1% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling