-14.8%
VEEV vs STLD
+294.9%
-309.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.1% | -2.8% | -4.3% | -6.7% |
| 30D | +11.1% | -10.4% | +21.5% | +12.8% |
| 3M | +55.5% | -10.6% | +66.1% | +57.6% |
| 6M | +33.4% | +32.7% | +0.7% | +26.1% |
| YTD | +16.8% | +42.8% | -26.0% | +8.4% |
| 1Y | -7.7% | +86.9% | -94.7% | -19.1% |
| 3Y | +18.4% | +143.8% | -125.4% | -4.5% |
| 5Y | -14.8% | +293.5% | -308.3% | -39.5% |
| All | -14.8% | +294.9% | -309.7% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling