+0.4%
VEEV vs QS
-46.4%
+46.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.6% | -3.6% | -1.0% | -4.4% |
| 30D | +8.6% | -17.2% | +25.9% | +10.0% |
| 3M | +62.4% | -27.0% | +89.4% | +65.3% |
| 6M | +40.3% | -24.6% | +64.8% | +41.7% |
| YTD | +17.5% | -49.3% | +66.9% | +21.9% |
| 1Y | -6.1% | -40.3% | +34.2% | -5.0% |
| 3Y | +16.7% | -23.8% | +40.5% | +9.8% |
| 5Y | -13.3% | -75.0% | +61.6% | -15.9% |
| All | +0.4% | -46.4% | +46.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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