-13.8%
VEEV vs HBM
+336.0%
-349.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +1.0% |
| 7D | -8.2% | -3.7% | -4.5% | -7.9% |
| 30D | +10.3% | -3.7% | +14.0% | +10.6% |
| 3M | +59.4% | +8.0% | +51.4% | +56.6% |
| 6M | +37.6% | +15.8% | +21.8% | +32.7% |
| YTD | +16.9% | +34.4% | -17.5% | +8.8% |
| 1Y | -5.0% | +98.2% | -103.1% | -17.9% |
| 3Y | +18.5% | +476.6% | -458.1% | -21.6% |
| 5Y | -13.8% | +331.1% | -344.9% | -41.3% |
| All | -13.8% | +336.0% | -349.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling