+546.5%
VEEV vs STT
+262.1%
+284.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.1% | +1.0% | -8.1% | -7.3% |
| 30D | +11.1% | +2.8% | +8.3% | +10.2% |
| 3M | +55.5% | +18.1% | +37.4% | +48.4% |
| 6M | +33.4% | +59.2% | -25.9% | +17.3% |
| YTD | +16.8% | +51.5% | -34.6% | +3.9% |
| 1Y | -7.7% | +75.7% | -83.4% | -21.2% |
| 3Y | +18.4% | +200.8% | -182.4% | -13.6% |
| 5Y | -14.8% | +155.8% | -170.6% | -36.6% |
| 10Y | +546.5% | +266.4% | +280.1% | +304.4% |
| All | +546.5% | +262.1% | +284.4% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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