+10.9%
VEEV vs MULL
+2,337.2%
-2,326.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -4.6% | -8.4% | +3.8% | -4.6% |
| 30D | +8.6% | +9.7% | -1.0% | +8.7% |
| 3M | +62.4% | -26.8% | +89.2% | +61.7% |
| 6M | +40.3% | +220.7% | -180.4% | +30.8% |
| YTD | +17.5% | +509.0% | -491.5% | +4.7% |
| 1Y | -6.1% | +1,739.5% | -1,745.6% | -23.2% |
| All | +10.9% | +2,337.2% | -2,326.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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