+671.4%
VEEV vs SIMO
+409.2%
+262.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +0.8% | -16.0% | +16.8% | +2.9% |
| 30D | +3.2% | -35.8% | +38.9% | +8.7% |
| 3M | +30.2% | -26.5% | +56.7% | +32.7% |
| 6M | +83.7% | -33.0% | +116.7% | +82.9% |
| YTD | +36.9% | +84.3% | -47.5% | +4.6% |
| 1Y | +3.3% | +82.0% | -78.7% | -20.9% |
| 3Y | +85.1% | +218.5% | -133.4% | +17.6% |
| 5Y | -2.6% | +175.0% | -177.6% | -39.0% |
| All | +671.4% | +409.2% | +262.2% | +265.4% |
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