+612.7%
VEEV vs HIG
+434.2%
+178.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.8% | -3.3% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | +14.9% | -4.9% | +19.8% | +16.2% |
| 3M | +58.4% | +6.8% | +51.6% | +55.9% |
| 6M | +35.5% | -1.7% | +37.2% | +35.7% |
| YTD | +18.6% | -0.2% | +18.9% | +18.3% |
| 1Y | -6.3% | +5.7% | -12.0% | -8.0% |
| 3Y | +20.2% | +100.3% | -80.1% | +0.5% |
| 5Y | -13.8% | +118.5% | -132.3% | -30.0% |
| 10Y | +542.0% | +309.7% | +232.3% | +300.6% |
| All | +612.7% | +434.2% | +178.5% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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