+81.4%
VEEV vs STLA
-77.1%
+158.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -0.7% | -13.8% | +13.0% | +0.9% |
| 30D | +1.4% | -10.5% | +11.9% | +2.5% |
| 3M | +19.4% | -28.9% | +48.2% | +23.5% |
| 6M | +93.6% | -49.7% | +143.4% | +106.7% |
| YTD | +35.1% | -64.9% | +100.0% | +49.7% |
| 1Y | +3.4% | -64.0% | +67.4% | +14.1% |
| 3Y | +81.4% | -77.4% | +158.8% | +102.0% |
| All | +81.4% | -77.1% | +158.5% | +102.0% |
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