+20.2%
VEEV vs STT
+203.8%
-183.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -5.2% | +2.2% | -7.3% | -5.5% |
| 30D | +14.9% | +3.9% | +11.0% | +13.9% |
| 3M | +58.4% | +19.2% | +39.2% | +51.7% |
| 6M | +35.5% | +60.4% | -24.9% | +20.1% |
| YTD | +18.6% | +51.5% | -32.8% | +6.6% |
| 1Y | -6.3% | +76.3% | -82.6% | -19.3% |
| 3Y | +20.2% | +200.7% | -180.5% | -10.2% |
| All | +20.2% | +203.8% | -183.6% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling