-12.7%
VEEV vs QS
-75.4%
+62.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -8.2% | -5.0% | -3.3% | -7.7% |
| 30D | +10.3% | -18.3% | +28.6% | +12.9% |
| 3M | +59.4% | -26.0% | +85.4% | +63.9% |
| 6M | +37.6% | -24.0% | +61.6% | +39.7% |
| YTD | +16.9% | -50.3% | +67.2% | +24.7% |
| 1Y | -5.0% | -38.0% | +33.0% | -4.2% |
| 3Y | +18.5% | -24.6% | +43.1% | +2.6% |
| All | -12.7% | -75.4% | +62.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling