+669.1%
VEEV vs PR
+66.7%
+602.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +0.9% |
| 7D | -0.2% | -12.4% | +12.2% | +0.3% |
| 30D | +3.5% | -6.6% | +10.0% | +3.7% |
| 3M | +32.9% | +7.5% | +25.4% | +32.5% |
| 6M | +84.2% | +10.8% | +73.4% | +83.3% |
| YTD | +37.3% | +57.0% | -19.8% | +34.7% |
| 1Y | +3.9% | +67.9% | -64.0% | +1.7% |
| 3Y | +83.9% | +87.6% | -3.7% | +78.4% |
| 5Y | -4.3% | +220.4% | -224.6% | -9.3% |
| 10Y | +669.1% | +64.8% | +604.2% | +839.8% |
| All | +669.1% | +66.7% | +602.4% | +839.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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