+967.5%
VEEV vs PR
+169.5%
+798.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | -0.6% | +2.9% | -3.5% | -0.7% |
| 30D | +28.8% | +18.0% | +10.8% | +28.1% |
| 3M | +54.0% | +16.9% | +37.2% | +53.1% |
| 6M | +46.0% | +28.2% | +17.7% | +44.5% |
| YTD | +23.2% | +69.3% | -46.1% | +20.7% |
| 1Y | +1.9% | +69.5% | -67.6% | -0.3% |
| 3Y | +27.0% | +81.7% | -54.7% | +23.4% |
| 5Y | -13.4% | +422.2% | -435.6% | -18.6% |
| 10Y | +575.2% | +110.4% | +464.9% | +727.9% |
| All | +967.5% | +169.5% | +798.0% | +1,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling