+16.0%
VEEV vs RJF
+69.1%
-53.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -8.2% | -4.2% | -4.0% | -7.2% |
| 30D | +10.3% | -3.6% | +13.9% | +11.3% |
| 3M | +59.4% | +15.6% | +43.7% | +53.6% |
| 6M | +37.6% | +17.6% | +20.0% | +31.8% |
| YTD | +16.9% | +9.2% | +7.7% | +13.7% |
| 1Y | -5.0% | +5.5% | -10.5% | -6.9% |
| All | +16.0% | +69.1% | -53.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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