-11.8%
VEEV vs FRSH
-72.5%
+60.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.6% | -6.6% | +2.0% | -2.5% |
| 30D | +8.6% | +2.1% | +6.5% | +8.2% |
| 3M | +62.4% | +29.0% | +33.5% | +50.6% |
| 6M | +40.3% | +48.6% | -8.4% | +25.0% |
| YTD | +17.5% | -2.9% | +20.5% | +17.3% |
| 1Y | -6.1% | -7.9% | +1.8% | -5.3% |
| 3Y | +16.7% | -46.5% | +63.2% | +31.0% |
| All | -11.8% | -72.5% | +60.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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