+720.2%
VEEV vs SIMO
+1,830.3%
-1,110.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -8.9% | -1.5% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | +3.0% | -25.4% | +28.4% | +6.4% |
| 3M | +28.8% | -17.8% | +46.6% | +29.3% |
| 6M | +91.3% | -29.6% | +120.8% | +89.9% |
| YTD | +36.5% | +100.3% | -63.8% | +4.9% |
| 1Y | +1.9% | +100.4% | -98.5% | -21.8% |
| 3Y | +84.6% | +246.1% | -161.5% | +20.2% |
| 5Y | -2.6% | +189.8% | -192.4% | -36.6% |
| 10Y | +669.4% | +434.6% | +234.8% | +302.9% |
| All | +720.2% | +1,830.3% | -1,110.1% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling