+720.2%
VEEV vs M
-2.3%
+722.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -1.9% | -3.3% | +1.4% | -1.6% |
| 30D | +3.0% | +8.1% | -5.1% | +2.2% |
| 3M | +28.8% | +2.2% | +26.6% | +28.3% |
| 6M | +91.3% | +35.1% | +56.2% | +85.1% |
| YTD | +36.5% | +15.8% | +20.7% | +33.7% |
| 1Y | +1.9% | +25.8% | -23.9% | -1.1% |
| 3Y | +84.6% | +156.2% | -71.6% | +64.2% |
| 5Y | -2.6% | -2.4% | -0.3% | -8.3% |
| 10Y | +669.4% | -7.1% | +676.5% | +680.7% |
| All | +720.2% | -2.3% | +722.5% | +722.3% |
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 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