+676.7%
VEEV vs P
+691.2%
-14.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +0.8% | -13.3% | +14.1% | +3.3% |
| 30D | +3.2% | -34.0% | +37.2% | +11.3% |
| 3M | +30.2% | +4.1% | +26.1% | +25.7% |
| 6M | +83.7% | +30.5% | +53.2% | +64.6% |
| YTD | +36.9% | +52.2% | -15.3% | +16.6% |
| 1Y | +3.3% | +10.3% | -7.0% | -6.5% |
| 3Y | +85.1% | +180.9% | -95.8% | +14.7% |
| 5Y | -2.6% | +259.7% | -262.3% | -45.8% |
| 10Y | +676.7% | +652.6% | +24.1% | +271.4% |
| All | +676.7% | +691.2% | -14.5% | +271.4% |
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