+1,078.6%
VEEV vs PR
+152.6%
+926.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -2.9% | -16.4% | +13.5% | -2.3% |
| 30D | +7.5% | -1.9% | +9.4% | +7.6% |
| 3M | +39.5% | +8.0% | +31.5% | +39.0% |
| 6M | +81.5% | +4.1% | +77.4% | +81.0% |
| YTD | +36.1% | +58.7% | -22.6% | +33.5% |
| 1Y | +4.3% | +75.8% | -71.5% | +1.9% |
| 3Y | +54.8% | +73.2% | -18.3% | +50.7% |
| 5Y | -4.7% | +230.1% | -234.9% | -9.7% |
| 10Y | +709.1% | +67.4% | +641.7% | +867.9% |
| All | +1,078.6% | +152.6% | +926.1% | +1,382.4% |
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