+601.8%
VEEV vs INDA
+132.5%
+469.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.1% |
| 7D | -7.1% | -2.6% | -4.5% | -5.7% |
| 30D | +11.1% | -2.9% | +14.1% | +12.9% |
| 3M | +55.5% | +2.4% | +53.2% | +53.5% |
| 6M | +33.4% | -2.6% | +36.0% | +34.8% |
| YTD | +16.8% | -10.0% | +26.8% | +23.1% |
| 1Y | -7.7% | -7.7% | -0.1% | -4.2% |
| 3Y | +18.4% | +8.9% | +9.5% | +11.0% |
| 5Y | -14.8% | +6.0% | -20.8% | -18.8% |
| 10Y | +546.5% | +84.4% | +462.1% | +349.1% |
| All | +601.8% | +132.5% | +469.4% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling