-14.8%
VEEV vs ROP
-16.4%
+1.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.6% |
| 7D | -7.1% | -6.1% | -1.0% | -2.8% |
| 30D | +11.1% | -3.4% | +14.5% | +14.1% |
| 3M | +55.5% | +16.7% | +38.8% | +40.2% |
| 6M | +33.4% | +8.1% | +25.3% | +26.7% |
| YTD | +16.8% | -11.7% | +28.5% | +26.1% |
| 1Y | -7.7% | -24.2% | +16.5% | +9.9% |
| 3Y | +18.4% | -19.0% | +37.3% | +30.4% |
| 5Y | -14.8% | -15.9% | +1.1% | -14.0% |
| All | -14.8% | -16.4% | +1.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling