+612.7%
VEEV vs LEN
+183.4%
+429.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.6% |
| 7D | -5.2% | -2.9% | -2.3% | -4.3% |
| 30D | +14.9% | -8.9% | +23.8% | +17.8% |
| 3M | +58.4% | -10.9% | +69.3% | +62.7% |
| 6M | +35.5% | -19.7% | +55.1% | +42.7% |
| YTD | +18.6% | -20.6% | +39.2% | +24.5% |
| 1Y | -6.3% | -42.4% | +36.1% | +7.6% |
| 3Y | +20.2% | -26.5% | +46.8% | +24.4% |
| 5Y | -13.8% | -10.9% | -2.9% | -17.6% |
| 10Y | +542.0% | +100.6% | +441.4% | +345.8% |
| All | +612.7% | +183.4% | +429.3% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling