+722.3%
VEEV vs RL
+218.6%
+503.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +3.2% | +7.6% | -4.4% | +1.6% |
| 3M | +30.2% | -1.5% | +31.7% | +30.2% |
| 6M | +83.7% | +12.1% | +71.6% | +77.9% |
| YTD | +36.9% | +13.9% | +23.0% | +31.5% |
| 1Y | +3.3% | +20.7% | -17.3% | -2.1% |
| 3Y | +85.1% | +260.6% | -175.5% | +35.5% |
| 5Y | -2.6% | +248.9% | -251.5% | -29.6% |
| 10Y | +676.7% | +355.9% | +320.8% | +416.8% |
| All | +722.3% | +218.6% | +503.6% | +449.4% |
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 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