+606.1%
VEEV vs LUMN
-54.2%
+660.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | +8.6% | +10.3% | -1.7% | +7.7% |
| 3M | +62.4% | -18.3% | +80.7% | +64.4% |
| 6M | +40.3% | +4.4% | +35.9% | +38.4% |
| YTD | +17.5% | -10.7% | +28.2% | +16.7% |
| 1Y | -6.1% | +14.0% | -20.1% | -9.6% |
| 3Y | +16.7% | +406.6% | -389.9% | -13.8% |
| 5Y | -13.3% | -36.8% | +23.5% | -15.3% |
| 10Y | +550.5% | -56.2% | +606.6% | +519.2% |
| All | +606.1% | -54.2% | +660.4% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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