-12.2%
VEEV vs SITM
+187.3%
-199.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +62.2% |
| 6M | +40.3% | +81.1% | -40.9% | +21.0% |
| YTD | +17.5% | +80.0% | -62.4% | 0.0% |
| 1Y | -6.1% | +145.8% | -151.9% | -26.2% |
| 3Y | +16.7% | +475.9% | -459.2% | -32.5% |
| All | -12.2% | +187.3% | -199.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling