+543.1%
VEEV vs LEN
+108.0%
+435.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -4.6% | -4.8% | +0.1% | -3.4% |
| 30D | +8.6% | -6.6% | +15.2% | +10.5% |
| 3M | +62.4% | -15.7% | +78.1% | +69.2% |
| 6M | +40.3% | -16.6% | +56.9% | +45.7% |
| YTD | +17.5% | -21.3% | +38.9% | +23.3% |
| 1Y | -6.1% | -42.0% | +35.9% | +6.8% |
| 3Y | +16.7% | -27.9% | +44.6% | +21.1% |
| 5Y | -13.3% | -10.7% | -2.6% | -17.2% |
| All | +543.1% | +108.0% | +435.1% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling