+539.7%
VEEV vs M
-10.0%
+549.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.5% |
| 7D | -8.2% | -8.8% | +0.5% | -7.5% |
| 30D | +10.3% | -16.4% | +26.7% | +11.9% |
| 3M | +59.4% | -10.8% | +70.2% | +60.6% |
| 6M | +37.6% | +16.1% | +21.5% | +35.3% |
| YTD | +16.9% | -5.3% | +22.2% | +16.9% |
| 1Y | -5.0% | +24.9% | -29.8% | -7.4% |
| 3Y | +18.5% | +97.5% | -79.1% | +9.2% |
| 5Y | -13.8% | +20.4% | -34.2% | -17.8% |
| All | +539.7% | -10.0% | +549.6% | +563.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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