-4.4%
VEEV vs OUST
-53.0%
+48.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.4% |
| 7D | -0.7% | -3.8% | +3.1% | -0.5% |
| 30D | +1.4% | +5.1% | -3.6% | +0.5% |
| 3M | +19.4% | -25.8% | +45.2% | +21.3% |
| 6M | +93.6% | -2.0% | +95.6% | +86.1% |
| YTD | +35.1% | +54.7% | -19.6% | +21.4% |
| 1Y | +3.4% | +48.8% | -45.4% | -7.0% |
| 3Y | +81.4% | +607.8% | -526.5% | +17.6% |
| All | -4.4% | -53.0% | +48.6% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling