+16.7%
VEEV vs RIO
+88.2%
-71.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -4.6% | -3.2% | -1.4% | -4.4% |
| 30D | +8.6% | +0.9% | +7.7% | +8.5% |
| 3M | +62.4% | -1.4% | +63.9% | +62.8% |
| 6M | +40.3% | +10.9% | +29.3% | +38.7% |
| YTD | +17.5% | +31.2% | -13.7% | +13.0% |
| 1Y | -6.1% | +67.9% | -74.0% | -13.7% |
| 3Y | +16.7% | +88.8% | -72.1% | +1.8% |
| All | +16.7% | +88.2% | -71.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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