-11.2%
VEEV vs FIVE
+31.2%
-42.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.3% |
| 7D | -0.6% | +4.3% | -4.8% | -1.5% |
| 30D | +28.8% | +12.5% | +16.3% | +25.2% |
| 3M | +54.0% | +31.2% | +22.8% | +44.4% |
| 6M | +46.0% | +14.4% | +31.6% | +40.0% |
| YTD | +23.2% | +33.9% | -10.7% | +13.9% |
| 1Y | +1.9% | +65.1% | -63.2% | -10.8% |
| 3Y | +27.0% | +49.0% | -21.9% | +10.9% |
| All | -11.2% | +31.2% | -42.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling