+543.1%
VEEV vs SPY
+322.5%
+220.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | +8.6% | -1.1% | +9.7% | +10.0% |
| 3M | +62.4% | +3.9% | +58.6% | +55.9% |
| 6M | +40.3% | +13.6% | +26.6% | +22.2% |
| YTD | +17.5% | +12.7% | +4.9% | +3.4% |
| 1Y | -6.1% | +17.5% | -23.6% | -21.1% |
| 3Y | +16.7% | +76.9% | -60.2% | -38.3% |
| 5Y | -13.3% | +83.6% | -96.9% | -55.3% |
| All | +543.1% | +322.5% | +220.7% | +13.4% |
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