+640.3%
VEEV vs ROP
+237.8%
+402.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.0% |
| 7D | -0.6% | -4.4% | +3.9% | +2.3% |
| 30D | +28.8% | +3.2% | +25.6% | +26.5% |
| 3M | +54.0% | +23.1% | +31.0% | +35.2% |
| 6M | +46.0% | +13.3% | +32.6% | +35.3% |
| YTD | +23.2% | -7.9% | +31.1% | +29.2% |
| 1Y | +1.9% | -22.1% | +23.9% | +17.9% |
| 3Y | +27.0% | -16.8% | +43.8% | +39.3% |
| 5Y | -13.4% | -13.5% | +0.1% | -8.0% |
| 10Y | +575.2% | +137.7% | +437.5% | +285.1% |
| All | +640.3% | +237.8% | +402.5% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling