+546.5%
VEEV vs SIMO
+548.4%
-1.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -7.1% | +14.5% | -21.6% | -9.1% |
| 30D | +11.1% | +20.4% | -9.3% | +7.4% |
| 3M | +55.5% | +7.1% | +48.4% | +48.8% |
| 6M | +33.4% | +129.2% | -95.9% | +5.2% |
| YTD | +16.8% | +201.9% | -185.1% | -15.0% |
| 1Y | -7.7% | +235.5% | -243.2% | -35.1% |
| 3Y | +18.4% | +463.8% | -445.5% | -29.7% |
| 5Y | -14.8% | +306.7% | -321.5% | -47.4% |
| 10Y | +546.5% | +579.5% | -32.9% | +203.9% |
| All | +546.5% | +548.4% | -1.9% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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