+70.0%
VEEV vs SITM
+4,789.7%
-4,719.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | -4.6% | +3.9% | -8.5% | -5.1% |
| 30D | +8.6% | -6.6% | +15.2% | +9.2% |
| 3M | +62.4% | -11.9% | +74.3% | +62.1% |
| 6M | +40.3% | +81.1% | -40.9% | +22.7% |
| YTD | +17.5% | +80.0% | -62.4% | +1.6% |
| 1Y | -6.1% | +145.8% | -151.9% | -24.1% |
| 3Y | +16.7% | +475.9% | -459.2% | -25.7% |
| 5Y | -13.3% | +189.2% | -202.6% | -42.4% |
| All | +70.0% | +4,789.7% | -4,719.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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