+713.8%
VEEV vs RL
+211.6%
+502.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -2.5% | +2.4% | -4.8% | -2.9% |
| 30D | +0.3% | +4.6% | -4.3% | -0.8% |
| 3M | +25.2% | -1.1% | +26.3% | +25.1% |
| 6M | +89.7% | +16.5% | +73.2% | +82.1% |
| YTD | +35.5% | +11.4% | +24.1% | +30.7% |
| 1Y | +1.8% | +16.1% | -14.3% | -2.8% |
| 3Y | +83.2% | +252.6% | -169.4% | +34.7% |
| 5Y | -4.8% | +244.9% | -249.7% | -31.0% |
| 10Y | +663.5% | +342.4% | +321.1% | +411.3% |
| All | +713.8% | +211.6% | +502.2% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling