+576.7%
VEEV vs FN
+900.0%
-323.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | +28.8% | -22.0% | +50.8% | +33.4% |
| 3M | +54.0% | -43.0% | +97.0% | +66.8% |
| 6M | +46.0% | -27.7% | +73.7% | +46.6% |
| YTD | +23.2% | -10.5% | +33.7% | +16.2% |
| 1Y | +1.9% | +12.5% | -10.6% | -10.2% |
| 3Y | +27.0% | +153.8% | -126.8% | -17.6% |
| 5Y | -13.4% | +288.0% | -301.4% | -52.9% |
| All | +576.7% | +900.0% | -323.3% | +174.8% |
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