-2.6%
VEEV vs RL
+245.5%
-248.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +3.2% | +7.6% | -4.4% | +0.9% |
| 3M | +30.2% | -1.5% | +31.7% | +30.2% |
| 6M | +83.7% | +12.1% | +71.6% | +75.4% |
| YTD | +36.9% | +13.9% | +23.0% | +29.0% |
| 1Y | +3.3% | +20.7% | -17.3% | -4.8% |
| 3Y | +85.1% | +260.6% | -175.5% | +4.4% |
| 5Y | -2.6% | +248.9% | -251.5% | -47.9% |
| All | -2.6% | +245.5% | -248.1% | -47.9% |
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