+601.8%
VEEV vs ITUB
+177.0%
+424.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.2% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +11.1% | +2.6% | +8.5% | +10.7% |
| 3M | +55.5% | +8.4% | +47.1% | +53.5% |
| 6M | +33.4% | -0.5% | +33.9% | +32.8% |
| YTD | +16.8% | +15.3% | +1.6% | +13.8% |
| 1Y | -7.7% | +28.7% | -36.5% | -11.6% |
| 3Y | +18.4% | +118.7% | -100.3% | +4.4% |
| 5Y | -14.8% | +182.7% | -197.5% | -28.8% |
| 10Y | +546.5% | +207.6% | +338.9% | +409.4% |
| All | +601.8% | +177.0% | +424.8% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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