-4.3%
VEEV vs SIMO
+170.7%
-175.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.6% |
| 7D | -0.2% | -8.2% | +8.0% | +0.1% |
| 30D | +3.5% | -34.6% | +38.1% | +5.4% |
| 3M | +32.9% | -32.6% | +65.6% | +34.5% |
| 6M | +84.2% | -31.8% | +116.0% | +82.1% |
| YTD | +37.3% | +87.6% | -50.4% | +13.2% |
| 1Y | +3.9% | +86.7% | -82.8% | -14.3% |
| 3Y | +83.9% | +227.4% | -143.5% | +31.8% |
| 5Y | -4.3% | +173.0% | -177.3% | -31.0% |
| All | -4.3% | +170.7% | -175.0% | -31.0% |
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