+539.7%
VEEV vs SBAC
+83.0%
+456.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.1% |
| 7D | -8.2% | -5.3% | -3.0% | -6.3% |
| 30D | +10.3% | +0.4% | +9.9% | +10.2% |
| 3M | +59.4% | -11.9% | +71.3% | +66.7% |
| 6M | +37.6% | -4.5% | +42.1% | +37.4% |
| YTD | +16.9% | -4.3% | +21.3% | +16.0% |
| 1Y | -5.0% | -3.9% | -1.1% | -6.0% |
| 3Y | +18.5% | -11.0% | +29.5% | +16.3% |
| 5Y | -13.8% | -44.1% | +30.3% | +4.7% |
| All | +539.7% | +83.0% | +456.6% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling