-13.8%
VEEV vs SIMO
+297.1%
-310.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.9% | -4.1% |
| 7D | -5.2% | +14.6% | -19.8% | -6.0% |
| 30D | +14.9% | +6.2% | +8.7% | +14.1% |
| 3M | +58.4% | +3.6% | +54.8% | +55.2% |
| 6M | +35.5% | +130.8% | -95.3% | +16.1% |
| YTD | +18.6% | +195.8% | -177.1% | -4.1% |
| 1Y | -6.3% | +225.0% | -231.3% | -26.0% |
| 3Y | +20.2% | +452.3% | -432.1% | -16.8% |
| 5Y | -13.8% | +303.6% | -317.4% | -36.4% |
| All | -13.8% | +297.1% | -310.9% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling