+655.7%
VEEV vs SBAC
+114.8%
+540.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | +1.4% | +5.5% | -4.1% | -0.8% |
| 3M | +19.4% | +3.1% | +16.3% | +17.5% |
| 6M | +93.6% | -7.0% | +100.6% | +97.6% |
| YTD | +35.1% | +0.5% | +34.6% | +31.0% |
| 1Y | +3.4% | +0.2% | +3.1% | +0.3% |
| 3Y | +81.4% | -7.4% | +88.7% | +75.5% |
| 5Y | -5.1% | -39.7% | +34.6% | +11.8% |
| All | +655.7% | +114.8% | +540.9% | +537.0% |
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