+601.8%
VEEV vs MTB
+196.2%
+405.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | +11.1% | -4.6% | +15.7% | +12.1% |
| 3M | +55.5% | +6.3% | +49.3% | +53.6% |
| 6M | +33.4% | +15.6% | +17.8% | +29.3% |
| YTD | +16.8% | +20.6% | -3.7% | +12.2% |
| 1Y | -7.7% | +22.5% | -30.3% | -11.8% |
| 3Y | +18.4% | +114.4% | -96.1% | +0.2% |
| 5Y | -14.8% | +101.9% | -116.7% | -27.9% |
| 10Y | +546.5% | +170.4% | +376.1% | +342.3% |
| All | +601.8% | +196.2% | +405.6% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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