+640.3%
VEEV vs SAN
+177.2%
+463.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -0.6% | +1.8% | -2.4% | -0.9% |
| 30D | +28.8% | +2.0% | +26.9% | +28.2% |
| 3M | +54.0% | +19.7% | +34.3% | +47.9% |
| 6M | +46.0% | +30.6% | +15.3% | +36.9% |
| YTD | +23.2% | +28.8% | -5.6% | +15.5% |
| 1Y | +1.9% | +57.8% | -55.9% | -8.8% |
| 3Y | +27.0% | +338.1% | -311.1% | -11.4% |
| 5Y | -13.4% | +384.2% | -397.6% | -42.3% |
| 10Y | +575.2% | +353.2% | +222.1% | +338.0% |
| All | +640.3% | +177.2% | +463.1% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling