-13.8%
VEEV vs SPY
+79.8%
-93.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -8.2% | -2.0% | -6.2% | -6.4% |
| 30D | +10.3% | -1.7% | +12.0% | +12.3% |
| 3M | +59.4% | +4.7% | +54.6% | +51.9% |
| 6M | +37.6% | +12.5% | +25.1% | +21.6% |
| YTD | +16.9% | +11.7% | +5.2% | +4.2% |
| 1Y | -5.0% | +17.5% | -22.4% | -19.7% |
| 3Y | +18.5% | +76.6% | -58.1% | -38.4% |
| 5Y | -13.8% | +82.0% | -95.8% | -55.6% |
| All | -13.8% | +79.8% | -93.6% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling