+655.7%
VEEV vs SIMO
+394.4%
+261.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.5% |
| 7D | -0.7% | +4.1% | -4.8% | -1.4% |
| 30D | +1.4% | -24.0% | +25.4% | +4.3% |
| 3M | +19.4% | -31.8% | +51.1% | +23.0% |
| 6M | +93.6% | -36.9% | +130.5% | +95.2% |
| YTD | +35.1% | +84.8% | -49.7% | +3.1% |
| 1Y | +3.4% | +99.0% | -95.6% | -22.6% |
| 3Y | +81.4% | +217.9% | -136.6% | +15.3% |
| 5Y | -5.1% | +171.5% | -176.5% | -40.3% |
| All | +655.7% | +394.4% | +261.3% | +259.4% |
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