-14.8%
VEEV vs RL
+233.3%
-248.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.6% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | +11.1% | -17.5% | +28.6% | +16.8% |
| 3M | +55.5% | -14.0% | +69.5% | +61.1% |
| 6M | +33.4% | -2.0% | +35.3% | +31.5% |
| YTD | +16.8% | -4.6% | +21.4% | +16.0% |
| 1Y | -7.7% | +9.5% | -17.2% | -12.8% |
| 3Y | +18.4% | +200.5% | -182.1% | -27.3% |
| 5Y | -14.8% | +226.3% | -241.1% | -50.9% |
| All | -14.8% | +233.3% | -248.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling