+10.3%
VEEV vs MULL
+2,366.2%
-2,355.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.4% | 0.0% |
| 7D | -8.2% | +3.6% | -11.8% | -8.2% |
| 30D | +10.3% | +22.0% | -11.7% | +10.3% |
| 3M | +59.4% | -8.6% | +68.0% | +57.6% |
| 6M | +37.6% | +248.5% | -210.9% | +27.9% |
| YTD | +16.9% | +516.3% | -499.4% | +4.1% |
| 1Y | -5.0% | +2,036.6% | -2,041.6% | -23.0% |
| All | +10.3% | +2,366.2% | -2,355.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling