+16.7%
VEEV vs FLR
+54.2%
-37.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.6% | -3.5% | -1.1% | -4.3% |
| 30D | +8.6% | +4.2% | +4.5% | +8.3% |
| 3M | +62.4% | +8.1% | +54.4% | +60.8% |
| 6M | +40.3% | +21.5% | +18.7% | +36.3% |
| YTD | +17.5% | +36.8% | -19.2% | +12.5% |
| 1Y | -6.1% | +31.2% | -37.3% | -9.9% |
| 3Y | +16.7% | +53.9% | -37.2% | +1.6% |
| All | +16.7% | +54.2% | -37.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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