-12.2%
VEEV vs SAN
+385.2%
-397.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +8.6% | +0.9% | +7.7% | +8.4% |
| 3M | +62.4% | +19.1% | +43.3% | +56.1% |
| 6M | +40.3% | +33.2% | +7.1% | +30.9% |
| YTD | +17.5% | +29.1% | -11.6% | +10.0% |
| 1Y | -6.1% | +50.2% | -56.4% | -15.5% |
| 3Y | +16.7% | +351.0% | -334.4% | -23.5% |
| All | -12.2% | +385.2% | -397.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling