+640.3%
VEEV vs IT
+217.0%
+423.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.4% | -1.3% |
| 7D | -0.6% | -6.0% | +5.5% | +2.0% |
| 30D | +28.8% | 0.0% | +28.8% | +28.6% |
| 3M | +54.0% | +13.1% | +41.0% | +43.7% |
| 6M | +46.0% | +11.7% | +34.3% | +36.2% |
| YTD | +23.2% | -26.1% | +49.3% | +35.6% |
| 1Y | +1.9% | -21.3% | +23.1% | +7.8% |
| 3Y | +27.0% | -46.7% | +73.8% | +52.5% |
| 5Y | -13.4% | -40.5% | +27.1% | -3.0% |
| 10Y | +575.2% | +103.9% | +471.3% | +270.2% |
| All | +640.3% | +217.0% | +423.3% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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