+655.7%
VEEV vs SPY
+307.0%
+348.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.7% | +2.6% | -3.3% | -3.3% |
| 30D | +1.4% | -2.0% | +3.4% | +3.2% |
| 3M | +19.4% | -2.8% | +22.1% | +22.5% |
| 6M | +93.6% | +2.1% | +91.5% | +88.3% |
| YTD | +35.1% | +11.5% | +23.6% | +19.7% |
| 1Y | +3.4% | +13.5% | -10.1% | -10.2% |
| 3Y | +81.4% | +77.7% | +3.7% | -4.9% |
| 5Y | -5.1% | +72.6% | -77.7% | -47.9% |
| All | +655.7% | +307.0% | +348.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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