+640.3%
VEEV vs KEY
+198.6%
+441.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | +28.8% | -3.0% | +31.9% | +29.6% |
| 3M | +54.0% | +3.3% | +50.7% | +52.8% |
| 6M | +46.0% | +9.2% | +36.8% | +42.8% |
| YTD | +23.2% | +10.6% | +12.6% | +20.1% |
| 1Y | +1.9% | +20.4% | -18.5% | -2.7% |
| 3Y | +27.0% | +121.8% | -94.8% | +4.5% |
| 5Y | -13.4% | +41.1% | -54.5% | -23.8% |
| 10Y | +575.2% | +168.5% | +406.7% | +317.5% |
| All | +640.3% | +198.6% | +441.7% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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