-12.2%
VEEV vs NYT
+38.8%
-51.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | +8.6% | +4.6% | +4.1% | +6.8% |
| 3M | +62.4% | -9.6% | +72.0% | +67.4% |
| 6M | +40.3% | -14.0% | +54.3% | +46.7% |
| YTD | +17.5% | -2.8% | +20.4% | +17.4% |
| 1Y | -6.1% | +15.6% | -21.7% | -12.4% |
| 3Y | +16.7% | +56.3% | -39.6% | -6.9% |
| All | -12.2% | +38.8% | -51.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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