+669.1%
VEEV vs FN
+837.6%
-168.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | -1.0% |
| 7D | -0.2% | +16.3% | -16.5% | -3.3% |
| 30D | +3.5% | -24.7% | +28.2% | +7.3% |
| 3M | +32.9% | -34.9% | +67.9% | +39.8% |
| 6M | +84.2% | -41.1% | +125.3% | +92.6% |
| YTD | +37.3% | -19.6% | +56.9% | +29.7% |
| 1Y | +3.9% | -18.5% | +22.4% | -2.8% |
| 3Y | +83.9% | +119.1% | -35.2% | +21.0% |
| 5Y | -4.3% | +206.9% | -211.2% | -45.7% |
| 10Y | +669.1% | +826.4% | -157.4% | +213.8% |
| All | +669.1% | +837.6% | -168.5% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling