+612.7%
VEEV vs RIO
+395.1%
+217.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.9% |
| 7D | -5.2% | +1.9% | -7.1% | -5.6% |
| 30D | +14.9% | +5.0% | +10.0% | +13.4% |
| 3M | +58.4% | +5.1% | +53.2% | +55.8% |
| 6M | +35.5% | +17.6% | +17.8% | +28.7% |
| YTD | +18.6% | +36.3% | -17.7% | +7.6% |
| 1Y | -6.3% | +71.2% | -77.5% | -20.5% |
| 3Y | +20.2% | +102.7% | -82.5% | -4.1% |
| 5Y | -13.8% | +99.6% | -113.4% | -32.4% |
| 10Y | +542.0% | +603.1% | -61.1% | +240.1% |
| All | +612.7% | +395.1% | +217.6% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling