+711.4%
VEEV vs LEN
+196.7%
+514.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -5.8% | +5.1% | +0.9% |
| 30D | +1.4% | +13.7% | -12.3% | -2.5% |
| 3M | +19.4% | -3.9% | +23.2% | +19.7% |
| 6M | +93.6% | -0.4% | +94.0% | +91.1% |
| YTD | +35.1% | -16.8% | +51.9% | +38.9% |
| 1Y | +3.4% | -29.5% | +32.9% | +11.2% |
| 3Y | +81.4% | -25.6% | +107.0% | +86.1% |
| 5Y | -5.1% | -13.2% | +8.1% | -9.4% |
| 10Y | +661.2% | +138.5% | +522.8% | +393.0% |
| All | +711.4% | +196.7% | +514.7% | +404.7% |
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