-2.6%
VEEV vs SM
-0.4%
-2.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.8% | -0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +3.0% | -17.3% | +20.3% | +4.7% |
| 3M | +28.8% | -3.6% | +32.4% | +28.7% |
| 6M | +91.3% | +2.9% | +88.4% | +88.9% |
| YTD | +36.5% | +70.2% | -33.7% | +26.5% |
| 1Y | +1.9% | +66.5% | -64.6% | -5.4% |
| 3Y | +84.6% | -8.2% | +92.8% | +77.7% |
| 5Y | -2.6% | -1.5% | -1.1% | -11.3% |
| All | -2.6% | -0.4% | -2.2% | -11.3% |
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