+669.1%
VEEV vs STLD
+779.4%
-110.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | -0.2% | -9.7% | +9.5% | +1.3% |
| 30D | +3.5% | -4.5% | +8.0% | +4.1% |
| 3M | +32.9% | -13.1% | +46.0% | +35.4% |
| 6M | +84.2% | -2.8% | +87.0% | +83.4% |
| YTD | +37.3% | +35.3% | +1.9% | +28.4% |
| 1Y | +3.9% | +51.4% | -47.5% | -4.9% |
| 3Y | +83.9% | +117.9% | -34.0% | +54.4% |
| 5Y | -4.3% | +272.6% | -276.9% | -28.5% |
| 10Y | +669.1% | +782.2% | -113.1% | +396.2% |
| All | +669.1% | +779.4% | -110.3% | +396.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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