+546.5%
VEEV vs STZ
-13.0%
+559.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -7.1% | -6.0% | -1.1% | -5.6% |
| 30D | +11.1% | -8.9% | +20.0% | +13.7% |
| 3M | +55.5% | -12.6% | +68.1% | +60.7% |
| 6M | +33.4% | -17.2% | +50.6% | +38.8% |
| YTD | +16.8% | -10.0% | +26.9% | +17.7% |
| 1Y | -7.7% | -14.3% | +6.6% | -5.9% |
| 3Y | +18.4% | -49.9% | +68.3% | +40.5% |
| 5Y | -14.8% | -38.2% | +23.4% | -6.5% |
| 10Y | +546.5% | -12.0% | +558.5% | +504.0% |
| All | +546.5% | -13.0% | +559.6% | +504.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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