+16.7%
VEEV vs SPY
+77.0%
-60.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | +8.6% | -1.1% | +9.7% | +9.6% |
| 3M | +62.4% | +3.9% | +58.6% | +58.1% |
| 6M | +40.3% | +13.6% | +26.6% | +27.7% |
| YTD | +17.5% | +12.7% | +4.9% | +7.8% |
| 1Y | -6.1% | +17.5% | -23.6% | -16.5% |
| 3Y | +16.7% | +76.9% | -60.2% | -30.7% |
| All | +16.7% | +77.0% | -60.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling