+717.4%
VEEV vs RY
+392.8%
+324.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -2.9% | -0.9% | -2.1% | -2.6% |
| 30D | +7.5% | +5.9% | +1.7% | +4.8% |
| 3M | +39.5% | -4.3% | +43.7% | +41.7% |
| 6M | +81.5% | +12.1% | +69.4% | +71.1% |
| YTD | +36.1% | +20.3% | +15.8% | +23.7% |
| 1Y | +4.3% | +41.0% | -36.7% | -12.2% |
| 3Y | +54.8% | +157.5% | -102.7% | -4.2% |
| 5Y | -4.7% | +123.2% | -127.9% | -37.1% |
| 10Y | +709.1% | +365.7% | +343.4% | +267.0% |
| All | +717.4% | +392.8% | +324.6% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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