+539.7%
VEEV vs RL
+308.3%
+231.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -8.2% | -2.2% | -6.0% | -7.9% |
| 30D | +10.3% | -15.3% | +25.7% | +13.6% |
| 3M | +59.4% | -10.3% | +69.7% | +62.0% |
| 6M | +37.6% | -2.2% | +39.8% | +36.6% |
| YTD | +16.9% | -4.3% | +21.2% | +16.5% |
| 1Y | -5.0% | +8.9% | -13.8% | -8.0% |
| 3Y | +18.5% | +201.4% | -183.0% | -8.9% |
| 5Y | -13.8% | +230.6% | -244.4% | -35.8% |
| All | +539.7% | +308.3% | +231.3% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling