-11.5%
VEEV vs S
-56.8%
+45.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -0.6% | -7.7% | +7.1% | +1.6% |
| 30D | +28.8% | -5.3% | +34.2% | +30.8% |
| 3M | +54.0% | +20.3% | +33.8% | +46.3% |
| 6M | +46.0% | +47.4% | -1.4% | +30.6% |
| YTD | +23.2% | +32.5% | -9.3% | +13.3% |
| 1Y | +1.9% | +9.5% | -7.7% | -2.4% |
| 3Y | +27.0% | +15.5% | +11.5% | +12.8% |
| 5Y | -13.4% | -71.2% | +57.8% | -3.9% |
| All | -11.5% | -56.8% | +45.3% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling