+543.1%
VEEV vs MKTX
+5.0%
+538.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | +8.6% | +0.7% | +7.9% | +8.4% |
| 3M | +62.4% | +40.8% | +21.6% | +41.9% |
| 6M | +40.3% | -8.0% | +48.2% | +42.3% |
| YTD | +17.5% | -8.7% | +26.3% | +19.3% |
| 1Y | -6.1% | -11.8% | +5.7% | -3.9% |
| 3Y | +16.7% | -24.0% | +40.7% | +19.7% |
| 5Y | -13.3% | -60.3% | +47.0% | +13.3% |
| All | +543.1% | +5.0% | +538.1% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling