-14.8%
VEEV vs M
+22.2%
-37.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.8% |
| 7D | -7.1% | -4.1% | -3.0% | -6.4% |
| 30D | +11.1% | -13.6% | +24.7% | +13.9% |
| 3M | +55.5% | -2.3% | +57.8% | +55.4% |
| 6M | +33.4% | +21.9% | +11.4% | +27.7% |
| YTD | +16.8% | -0.6% | +17.4% | +15.7% |
| 1Y | -7.7% | +29.7% | -37.5% | -13.4% |
| 3Y | +18.4% | +107.3% | -88.9% | -4.7% |
| 5Y | -14.8% | +20.5% | -35.3% | -21.4% |
| All | -14.8% | +22.2% | -37.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling