+640.3%
VEEV vs HAS
+198.3%
+442.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +28.8% | +2.3% | +26.6% | +27.9% |
| 3M | +54.0% | +10.4% | +43.7% | +49.0% |
| 6M | +46.0% | -3.2% | +49.2% | +45.7% |
| YTD | +23.2% | +15.4% | +7.8% | +16.4% |
| 1Y | +1.9% | +18.8% | -16.9% | -4.9% |
| 3Y | +27.0% | +43.9% | -16.9% | +8.8% |
| 5Y | -13.4% | +13.9% | -27.3% | -21.3% |
| 10Y | +575.2% | +56.4% | +518.8% | +403.5% |
| All | +640.3% | +198.3% | +442.0% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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