+69.0%
VEEV vs SITM
+4,437.5%
-4,368.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -7.1% | +3.7% | -10.8% | -7.6% |
| 30D | +11.1% | -14.5% | +25.6% | +13.0% |
| 3M | +55.5% | -10.6% | +66.1% | +54.7% |
| 6M | +33.4% | +65.5% | -32.2% | +18.1% |
| YTD | +16.8% | +67.0% | -50.2% | +2.0% |
| 1Y | -7.7% | +138.6% | -146.3% | -25.3% |
| 3Y | +18.4% | +421.8% | -403.4% | -23.6% |
| 5Y | -14.8% | +172.4% | -187.2% | -42.9% |
| All | +69.0% | +4,437.5% | -4,368.5% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling