-13.8%
VEEV vs FLR
+230.6%
-244.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -8.2% | -6.9% | -1.4% | -7.4% |
| 30D | +10.3% | +1.1% | +9.2% | +10.1% |
| 3M | +59.4% | +14.3% | +45.0% | +55.6% |
| 6M | +37.6% | +19.1% | +18.5% | +32.5% |
| YTD | +16.9% | +35.1% | -18.2% | +10.2% |
| 1Y | -5.0% | +29.5% | -34.4% | -10.1% |
| 3Y | +18.5% | +53.0% | -34.5% | +3.2% |
| 5Y | -13.8% | +238.9% | -252.7% | -34.7% |
| All | -13.8% | +230.6% | -244.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling