+16.0%
VEEV vs QS
-26.0%
+42.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -8.2% | -5.0% | -3.3% | -8.0% |
| 30D | +10.3% | -18.3% | +28.6% | +11.4% |
| 3M | +59.4% | -26.0% | +85.4% | +61.2% |
| 6M | +37.6% | -24.0% | +61.6% | +38.4% |
| YTD | +16.9% | -50.3% | +67.2% | +20.1% |
| 1Y | -5.0% | -38.0% | +33.0% | -4.5% |
| All | +16.0% | -26.0% | +42.0% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling