-12.2%
VEEV vs RMBS
+265.4%
-277.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | +8.6% | -13.9% | +22.5% | +10.7% |
| 3M | +62.4% | -39.8% | +102.2% | +72.8% |
| 6M | +40.3% | -6.0% | +46.3% | +33.1% |
| YTD | +17.5% | -5.4% | +22.9% | +10.2% |
| 1Y | -6.1% | -1.8% | -4.3% | -14.1% |
| 3Y | +16.7% | +53.7% | -37.0% | -13.3% |
| All | -12.2% | +265.4% | -277.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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