+724.5%
VEEV vs M
-2.0%
+726.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.1% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | +3.5% | +10.1% | -6.6% | +2.5% |
| 3M | +32.9% | -0.9% | +33.9% | +32.8% |
| 6M | +84.2% | +30.2% | +54.0% | +78.9% |
| YTD | +37.3% | +16.3% | +21.0% | +34.4% |
| 1Y | +3.9% | +27.0% | -23.1% | +0.8% |
| 3Y | +83.9% | +154.5% | -70.6% | +63.7% |
| 5Y | -4.3% | -1.1% | -3.2% | -10.0% |
| 10Y | +669.1% | +0.5% | +668.6% | +667.9% |
| All | +724.5% | -2.0% | +726.5% | +726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling