+7.1%
VEEV vs PL
+28.1%
-20.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.4% | -3.2% |
| 7D | -2.9% | -6.8% | +3.9% | -2.4% |
| 30D | +7.5% | -29.3% | +36.8% | +11.4% |
| 3M | +39.5% | -44.8% | +84.2% | +48.2% |
| 6M | +81.5% | -68.4% | +149.9% | +102.3% |
| YTD | +36.1% | -36.4% | +72.4% | +34.5% |
| 1Y | +4.3% | +0.7% | +3.6% | -4.7% |
| 3Y | +54.8% | +455.3% | -400.5% | -7.9% |
| 5Y | -4.7% | +22.7% | -27.4% | -32.1% |
| All | +7.1% | +28.1% | -20.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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