-12.2%
VEEV vs RNG
-68.4%
+56.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.6% | -6.1% | +1.5% | -2.9% |
| 30D | +8.6% | +9.6% | -1.0% | +6.0% |
| 3M | +62.4% | +83.3% | -20.9% | +36.0% |
| 6M | +40.3% | +77.9% | -37.7% | +18.1% |
| YTD | +17.5% | +139.9% | -122.4% | -10.6% |
| 1Y | -6.1% | +121.7% | -127.8% | -27.6% |
| 3Y | +16.7% | +121.9% | -105.2% | -15.2% |
| All | -12.2% | -68.4% | +56.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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