+214.1%
VEEV vs REPL
-17.3%
+231.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.4% | +0.5% |
| 7D | -8.2% | -13.4% | +5.2% | -7.6% |
| 30D | +10.3% | -3.0% | +13.3% | +10.3% |
| 3M | +59.4% | +56.3% | +3.1% | +52.1% |
| 6M | +37.6% | +60.9% | -23.3% | +25.2% |
| YTD | +16.9% | +36.2% | -19.3% | +7.1% |
| 1Y | -5.0% | +121.0% | -126.0% | -18.6% |
| 3Y | +18.5% | -32.8% | +51.3% | -3.5% |
| 5Y | -13.8% | -58.7% | +44.8% | -28.4% |
| All | +214.1% | -17.3% | +231.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling