-13.8%
VEEV vs REPL
-53.9%
+40.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.7% |
| 7D | -5.2% | -5.7% | +0.6% | -5.0% |
| 30D | +14.9% | +22.5% | -7.6% | +14.1% |
| 3M | +58.4% | +64.7% | -6.3% | +53.7% |
| 6M | +35.5% | +83.0% | -47.5% | +27.5% |
| YTD | +18.6% | +52.0% | -33.3% | +12.4% |
| 1Y | -6.3% | +144.5% | -150.9% | -15.2% |
| 3Y | +20.2% | -25.1% | +45.3% | +8.4% |
| 5Y | -13.8% | -52.9% | +39.1% | -24.7% |
| All | -13.8% | -53.9% | +40.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling