-10.5%
VEEV vs FRMI
-78.1%
+67.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.6% |
| 7D | -4.6% | +7.4% | -12.0% | -4.5% |
| 30D | +8.6% | -27.6% | +36.3% | +8.5% |
| 3M | +62.4% | -20.9% | +83.3% | +62.0% |
| 6M | +40.3% | -36.6% | +76.9% | +40.5% |
| YTD | +17.5% | -31.3% | +48.8% | +17.1% |
| All | -10.5% | -78.1% | +67.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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