+655.7%
VEEV vs P
+652.0%
+3.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -0.7% | +11.6% | -12.3% | -3.0% |
| 30D | +1.4% | -23.7% | +25.1% | +6.1% |
| 3M | +19.4% | -8.0% | +27.3% | +18.6% |
| 6M | +93.6% | +27.9% | +65.7% | +75.2% |
| YTD | +35.1% | +61.2% | -26.1% | +13.6% |
| 1Y | +3.4% | +28.6% | -25.3% | -9.8% |
| 3Y | +81.4% | +200.5% | -119.1% | +10.6% |
| 5Y | -5.1% | +282.9% | -288.0% | -47.9% |
| All | +655.7% | +652.0% | +3.7% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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