+601.8%
VEEV vs MKC
+99.6%
+502.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.1% | -4.3% | -2.8% | -5.8% |
| 30D | +11.1% | -3.1% | +14.2% | +12.1% |
| 3M | +55.5% | +6.8% | +48.7% | +52.4% |
| 6M | +33.4% | -18.3% | +51.7% | +41.3% |
| YTD | +16.8% | -23.1% | +39.9% | +25.2% |
| 1Y | -7.7% | -23.7% | +15.9% | -1.2% |
| 3Y | +18.4% | -31.0% | +49.4% | +28.7% |
| 5Y | -14.8% | -33.5% | +18.7% | -8.5% |
| 10Y | +546.5% | +30.3% | +516.2% | +443.6% |
| All | +601.8% | +99.6% | +502.2% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling