+612.7%
VEEV vs SBAC
+159.1%
+453.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | +14.9% | +3.2% | +11.7% | +13.5% |
| 3M | +58.4% | -5.1% | +63.4% | +61.2% |
| 6M | +35.5% | -2.1% | +37.6% | +34.0% |
| YTD | +18.6% | -0.5% | +19.2% | +15.8% |
| 1Y | -6.3% | +1.1% | -7.5% | -9.4% |
| 3Y | +20.2% | -7.4% | +27.6% | +16.2% |
| 5Y | -13.8% | -44.3% | +30.5% | +5.1% |
| 10Y | +542.0% | +77.6% | +464.5% | +353.8% |
| All | +612.7% | +159.1% | +453.6% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling