+16.0%
VEEV vs MKC
-31.7%
+47.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -8.2% | -2.8% | -5.4% | -8.0% |
| 30D | +10.3% | -3.4% | +13.7% | +10.6% |
| 3M | +59.4% | +3.8% | +55.6% | +58.9% |
| 6M | +37.6% | -17.9% | +55.5% | +37.7% |
| YTD | +16.9% | -23.6% | +40.5% | +17.3% |
| 1Y | -5.0% | -23.1% | +18.1% | -4.8% |
| All | +16.0% | -31.7% | +47.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling