+640.3%
VEEV vs STLA
+84.4%
+555.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.5% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | +28.8% | -1.2% | +30.1% | +29.1% |
| 3M | +54.0% | -24.8% | +78.8% | +62.8% |
| 6M | +46.0% | -25.6% | +71.5% | +53.5% |
| YTD | +23.2% | -48.9% | +72.2% | +39.0% |
| 1Y | +1.9% | -38.8% | +40.6% | +9.2% |
| 3Y | +27.0% | -64.5% | +91.6% | +49.5% |
| 5Y | -13.4% | -62.4% | +49.0% | -1.9% |
| 10Y | +575.2% | +55.4% | +519.8% | +442.0% |
| All | +640.3% | +84.4% | +555.9% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling