+20.2%
VEEV vs STLA
-65.4%
+85.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -3.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.2% |
| 30D | +14.9% | -2.4% | +17.3% | +15.1% |
| 3M | +58.4% | -23.9% | +82.2% | +62.7% |
| 6M | +35.5% | -24.6% | +60.1% | +38.8% |
| YTD | +18.6% | -50.5% | +69.1% | +27.8% |
| 1Y | -6.3% | -39.8% | +33.5% | -2.9% |
| 3Y | +20.2% | -65.6% | +85.8% | +23.9% |
| All | +20.2% | -65.4% | +85.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling