-6.5%
VEEV vs OUST
-62.4%
+56.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.4% |
| 7D | -0.6% | +5.2% | -5.8% | -1.1% |
| 30D | +28.8% | -19.3% | +48.1% | +31.0% |
| 3M | +54.0% | -22.6% | +76.7% | +54.0% |
| 6M | +46.0% | +62.8% | -16.8% | +32.2% |
| YTD | +23.2% | +68.3% | -45.1% | +10.6% |
| 1Y | +1.9% | +28.5% | -26.7% | -7.2% |
| 3Y | +27.0% | +554.0% | -527.0% | -15.8% |
| 5Y | -13.4% | -56.2% | +42.8% | -20.8% |
| All | -6.5% | -62.4% | +56.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling