-12.2%
VEEV vs MKC
-33.0%
+20.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.6% | -1.5% | -3.2% | -4.4% |
| 30D | +8.6% | -3.1% | +11.8% | +9.0% |
| 3M | +62.4% | +5.2% | +57.2% | +61.5% |
| 6M | +40.3% | -12.8% | +53.1% | +41.9% |
| YTD | +17.5% | -23.3% | +40.8% | +20.3% |
| 1Y | -6.1% | -24.1% | +18.0% | -3.9% |
| 3Y | +16.7% | -32.1% | +48.8% | +21.2% |
| All | -12.2% | -33.0% | +20.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling