+3.4%
VEEV vs SFM
-36.8%
+40.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.7% | +6.0% | -6.8% | -0.6% |
| 30D | +1.4% | -19.5% | +20.9% | +0.8% |
| 3M | +19.4% | -37.0% | +56.4% | +16.2% |
| 6M | +93.6% | -41.0% | +134.6% | +87.8% |
| YTD | +35.1% | -34.6% | +69.7% | +29.5% |
| 1Y | +3.4% | -36.3% | +39.6% | -1.1% |
| All | +3.4% | -36.8% | +40.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling