+1,021.4%
VEEV vs P
+485.4%
+536.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -0.6% | +6.5% | -7.1% | -1.9% |
| 30D | +28.8% | +18.8% | +10.0% | +23.2% |
| 3M | +54.0% | +26.7% | +27.3% | +43.6% |
| 6M | +46.0% | +62.2% | -16.2% | +27.2% |
| YTD | +23.2% | +48.5% | -25.3% | +8.5% |
| 1Y | +1.9% | +26.4% | -24.5% | -9.0% |
| 3Y | +27.0% | +159.4% | -132.4% | -14.5% |
| 5Y | -13.4% | +275.8% | -289.2% | -48.6% |
| 10Y | +575.2% | +732.0% | -156.8% | +232.2% |
| All | +1,021.4% | +485.4% | +536.1% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling