+16.7%
VEEV vs SITM
+452.7%
-436.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | -4.6% | +3.9% | -8.5% | -4.8% |
| 30D | +8.6% | -6.6% | +15.2% | +8.8% |
| 3M | +62.4% | -11.9% | +74.3% | +62.7% |
| 6M | +40.3% | +81.1% | -40.9% | +30.1% |
| YTD | +17.5% | +80.0% | -62.4% | +8.1% |
| 1Y | -6.1% | +145.8% | -151.9% | -17.6% |
| 3Y | +16.7% | +475.9% | -459.2% | -15.7% |
| All | +16.7% | +452.7% | -436.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling