-4.4%
VEEV vs SFM
+116.0%
-120.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.7% | +6.0% | -6.8% | -1.0% |
| 30D | +1.4% | -19.5% | +20.9% | +2.4% |
| 3M | +19.4% | -37.0% | +56.4% | +21.8% |
| 6M | +93.6% | -41.0% | +134.6% | +98.1% |
| YTD | +35.1% | -34.6% | +69.7% | +36.9% |
| 1Y | +3.4% | -36.3% | +39.6% | +4.9% |
| 3Y | +81.4% | +24.5% | +56.8% | +72.8% |
| All | -4.4% | +116.0% | -120.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling