+612.7%
VEEV vs HBM
+282.9%
+329.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -4.5% |
| 7D | -5.2% | +7.4% | -12.5% | -6.1% |
| 30D | +14.9% | +5.1% | +9.9% | +13.9% |
| 3M | +58.4% | +11.1% | +47.2% | +54.8% |
| 6M | +35.5% | +30.2% | +5.3% | +28.3% |
| YTD | +18.6% | +46.2% | -27.6% | +9.5% |
| 1Y | -6.3% | +120.0% | -126.4% | -19.2% |
| 3Y | +20.2% | +527.4% | -507.2% | -14.5% |
| 5Y | -13.8% | +400.4% | -414.2% | -38.7% |
| 10Y | +542.0% | +621.5% | -79.5% | +280.4% |
| All | +612.7% | +282.9% | +329.8% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling