+3.3%
VEEV vs OUST
-64.1%
+67.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -3.3% |
| 7D | -2.9% | +17.0% | -19.9% | -4.6% |
| 30D | +7.5% | -16.5% | +24.0% | +8.7% |
| 3M | +39.5% | -23.7% | +63.1% | +41.5% |
| 6M | +81.5% | +18.4% | +63.1% | +69.9% |
| YTD | +36.1% | +60.8% | -24.7% | +21.7% |
| 1Y | +4.3% | +44.2% | -39.9% | -5.9% |
| 3Y | +54.8% | +668.1% | -613.3% | -0.3% |
| 5Y | -4.7% | -48.8% | +44.1% | -15.2% |
| All | +3.3% | -64.1% | +67.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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