+612.7%
VEEV vs RNG
+289.4%
+323.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.6% | -2.2% |
| 7D | -5.2% | -0.8% | -4.3% | -4.9% |
| 30D | +14.9% | +11.4% | +3.5% | +10.9% |
| 3M | +58.4% | +72.1% | -13.7% | +30.3% |
| 6M | +35.5% | +67.9% | -32.5% | +11.8% |
| YTD | +18.6% | +144.3% | -125.7% | -16.4% |
| 1Y | -6.3% | +117.5% | -123.9% | -32.0% |
| 3Y | +20.2% | +123.9% | -103.7% | -20.0% |
| 5Y | -13.8% | -70.1% | +56.3% | +8.5% |
| 10Y | +542.0% | +215.9% | +326.2% | +216.7% |
| All | +612.7% | +289.4% | +323.3% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling