-16.1%
VEEV vs S
-56.9%
+40.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | +10.3% | -11.8% | +22.1% | +14.2% |
| 3M | +59.4% | +33.9% | +25.4% | +47.1% |
| 6M | +37.6% | +40.1% | -2.5% | +24.8% |
| YTD | +16.9% | +32.1% | -15.2% | +7.6% |
| 1Y | -5.0% | +11.0% | -16.0% | -9.2% |
| 3Y | +18.5% | +16.9% | +1.5% | +4.9% |
| 5Y | -13.8% | -68.9% | +55.1% | -5.2% |
| All | -16.1% | -56.9% | +40.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling