+640.3%
VEEV vs RL
+179.2%
+461.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +28.8% | -7.8% | +36.6% | +30.7% |
| 3M | +54.0% | -4.0% | +58.0% | +54.6% |
| 6M | +46.0% | -1.9% | +47.8% | +44.8% |
| YTD | +23.2% | -0.2% | +23.4% | +21.7% |
| 1Y | +1.9% | +10.7% | -8.8% | -1.8% |
| 3Y | +27.0% | +210.8% | -183.7% | -4.2% |
| 5Y | -13.4% | +238.2% | -251.6% | -36.8% |
| 10Y | +575.2% | +313.4% | +261.9% | +357.5% |
| All | +640.3% | +179.2% | +461.1% | +408.6% |
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