+81.4%
VEEV vs SAN
+247.1%
-165.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.7% | +4.0% | -4.7% | -1.1% |
| 30D | +1.4% | -7.8% | +9.2% | +2.2% |
| 3M | +19.4% | -16.4% | +35.7% | +21.4% |
| 6M | +93.6% | +3.5% | +90.1% | +91.8% |
| YTD | +35.1% | +6.7% | +28.4% | +33.0% |
| 1Y | +3.4% | +14.5% | -11.1% | +0.7% |
| 3Y | +81.4% | +243.5% | -162.1% | +45.7% |
| All | +81.4% | +247.1% | -165.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling