+543.1%
VEEV vs STLA
+55.1%
+488.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.1% |
| 7D | -4.6% | -2.9% | -1.7% | -4.0% |
| 30D | +8.6% | +0.9% | +7.7% | +8.4% |
| 3M | +62.4% | -21.6% | +84.1% | +70.4% |
| 6M | +40.3% | -21.6% | +61.9% | +45.9% |
| YTD | +17.5% | -50.4% | +68.0% | +33.9% |
| 1Y | -6.1% | -43.6% | +37.5% | +2.8% |
| 3Y | +16.7% | -66.4% | +83.1% | +39.9% |
| 5Y | -13.3% | -62.3% | +49.0% | -2.0% |
| All | +543.1% | +55.1% | +488.1% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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