+720.2%
VEEV vs SM
-57.3%
+777.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.8% | -0.6% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +3.0% | -17.3% | +20.3% | +4.1% |
| 3M | +28.8% | -3.6% | +32.4% | +28.8% |
| 6M | +91.3% | +2.9% | +88.4% | +89.9% |
| YTD | +36.5% | +70.2% | -33.7% | +30.7% |
| 1Y | +1.9% | +66.5% | -64.6% | -2.3% |
| 3Y | +84.6% | -8.2% | +92.8% | +81.3% |
| 5Y | -2.6% | -1.5% | -1.1% | -6.2% |
| 10Y | +669.4% | +11.9% | +657.5% | +561.2% |
| All | +720.2% | -57.3% | +777.4% | +638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling