+539.7%
VEEV vs ROP
+135.7%
+404.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -8.2% | -8.0% | -0.2% | -3.0% |
| 30D | +10.3% | -2.7% | +13.0% | +12.6% |
| 3M | +59.4% | +16.6% | +42.8% | +44.4% |
| 6M | +37.6% | +10.4% | +27.2% | +29.5% |
| YTD | +16.9% | -12.1% | +29.0% | +26.6% |
| 1Y | -5.0% | -23.6% | +18.7% | +12.1% |
| 3Y | +18.5% | -19.3% | +37.8% | +32.8% |
| 5Y | -13.8% | -15.4% | +1.5% | -7.2% |
| All | +539.7% | +135.7% | +404.0% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling