+2.0%
VEEV vs Q
+68.3%
-66.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.4% |
| 7D | -0.7% | +1.2% | -1.9% | -0.7% |
| 30D | +1.4% | -2.7% | +4.1% | +1.4% |
| 3M | +19.4% | -16.9% | +36.3% | +19.0% |
| 6M | +93.6% | -26.9% | +120.5% | +92.7% |
| YTD | +35.1% | +45.2% | -10.1% | +15.5% |
| 1Y | +3.4% | +38.1% | -34.8% | -12.0% |
| All | +2.0% | +68.3% | -66.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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