+16.0%
VEEV vs INDA
+6.8%
+9.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -8.2% | -3.6% | -4.6% | -7.0% |
| 30D | +10.3% | -4.0% | +14.3% | +11.9% |
| 3M | +59.4% | +1.7% | +57.7% | +58.4% |
| 6M | +37.6% | -3.6% | +41.2% | +39.4% |
| YTD | +16.9% | -11.0% | +27.9% | +21.9% |
| 1Y | -5.0% | -9.5% | +4.5% | -1.5% |
| All | +16.0% | +6.8% | +9.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling