-14.8%
VEEV vs SM
+119.2%
-134.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +11.1% | +20.3% | -9.2% | +9.1% |
| 3M | +55.5% | +22.9% | +32.6% | +51.7% |
| 6M | +33.4% | +47.8% | -14.5% | +27.1% |
| YTD | +16.8% | +107.5% | -90.6% | +7.1% |
| 1Y | -7.7% | +51.7% | -59.5% | -12.7% |
| 3Y | +18.4% | -0.9% | +19.2% | +14.3% |
| 5Y | -14.8% | +112.2% | -127.1% | -22.7% |
| All | -14.8% | +119.2% | -134.0% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling