+539.7%
VEEV vs SM
+23.2%
+516.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -8.2% | +2.1% | -10.4% | -8.3% |
| 30D | +10.3% | +18.1% | -7.8% | +9.4% |
| 3M | +59.4% | +17.0% | +42.4% | +57.8% |
| 6M | +37.6% | +55.4% | -17.8% | +34.1% |
| YTD | +16.9% | +108.6% | -91.6% | +12.1% |
| 1Y | -5.0% | +45.7% | -50.6% | -7.3% |
| 3Y | +18.5% | -0.3% | +18.8% | +16.4% |
| 5Y | -13.8% | +113.0% | -126.9% | -18.6% |
| All | +539.7% | +23.2% | +516.4% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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