+81.4%
VEEV vs SBAC
-6.5%
+87.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +1.4% | +5.5% | -4.1% | +0.7% |
| 3M | +19.4% | +3.1% | +16.3% | +18.7% |
| 6M | +93.6% | -7.0% | +100.6% | +93.9% |
| YTD | +35.1% | +0.5% | +34.6% | +33.5% |
| 1Y | +3.4% | +0.2% | +3.1% | +2.2% |
| 3Y | +81.4% | -7.4% | +88.7% | +78.1% |
| All | +81.4% | -6.5% | +87.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling