+717.4%
VEEV vs MOD
+557.7%
+159.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.6% |
| 7D | -2.9% | -25.5% | +22.6% | -0.5% |
| 30D | +7.5% | -49.0% | +56.5% | +14.2% |
| 3M | +39.5% | -49.8% | +89.3% | +47.9% |
| 6M | +81.5% | -64.8% | +146.3% | +97.2% |
| YTD | +36.1% | -27.6% | +63.7% | +33.8% |
| 1Y | +4.3% | -35.2% | +39.5% | +3.5% |
| 3Y | +54.8% | +137.1% | -82.3% | +22.5% |
| 5Y | -4.7% | +760.3% | -765.0% | -39.3% |
| 10Y | +709.1% | +938.8% | -229.7% | +320.7% |
| All | +717.4% | +557.7% | +159.7% | +459.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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