-12.3%
VEEV vs FRSH
-72.6%
+60.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -8.2% | -11.2% | +2.9% | -4.7% |
| 30D | +10.3% | -0.8% | +11.1% | +10.8% |
| 3M | +59.4% | +26.4% | +33.0% | +48.7% |
| 6M | +37.6% | +48.4% | -10.8% | +22.7% |
| YTD | +16.9% | -3.1% | +20.0% | +16.7% |
| 1Y | -5.0% | -8.7% | +3.7% | -3.9% |
| 3Y | +18.5% | -45.8% | +64.3% | +32.5% |
| All | -12.3% | -72.6% | +60.3% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling