-11.2%
VEEV vs PR
+433.6%
-444.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | +28.8% | +18.0% | +10.8% | +26.4% |
| 3M | +54.0% | +16.9% | +37.2% | +51.0% |
| 6M | +46.0% | +28.2% | +17.7% | +41.2% |
| YTD | +23.2% | +69.3% | -46.1% | +15.1% |
| 1Y | +1.9% | +69.5% | -67.6% | -5.1% |
| 3Y | +27.0% | +81.7% | -54.7% | +14.8% |
| All | -11.2% | +433.6% | -444.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling