+717.4%
VEEV vs FIVE
+428.7%
+288.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | +7.5% | +17.7% | -10.1% | +3.5% |
| 3M | +39.5% | +4.0% | +35.5% | +37.3% |
| 6M | +81.5% | +2.6% | +78.9% | +78.2% |
| YTD | +36.1% | +27.6% | +8.5% | +26.2% |
| 1Y | +4.3% | +59.9% | -55.6% | -8.5% |
| 3Y | +54.8% | +35.8% | +19.1% | +32.8% |
| 5Y | -4.7% | +14.4% | -19.2% | -17.2% |
| 10Y | +709.1% | +576.1% | +132.9% | +337.2% |
| All | +717.4% | +428.7% | +288.6% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling