+54.8%
VEEV vs OUST
+626.4%
-571.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.7% |
| 7D | -2.9% | +17.0% | -19.9% | -3.8% |
| 30D | +7.5% | -16.5% | +24.0% | +8.2% |
| 3M | +39.5% | -23.7% | +63.1% | +40.5% |
| 6M | +81.5% | +18.4% | +63.1% | +74.1% |
| YTD | +36.1% | +60.8% | -24.7% | +26.6% |
| 1Y | +4.3% | +44.2% | -39.9% | -2.4% |
| 3Y | +54.8% | +668.1% | -613.3% | +13.2% |
| All | +54.8% | +626.4% | -571.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling