+655.7%
VEEV vs STZ
+13.4%
+642.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | +1.4% | +15.2% | -13.8% | -2.4% |
| 3M | +19.4% | +7.6% | +11.7% | +16.7% |
| 6M | +93.6% | +5.3% | +88.4% | +89.9% |
| YTD | +35.1% | +8.6% | +26.4% | +29.3% |
| 1Y | +3.4% | +15.6% | -12.2% | -3.2% |
| 3Y | +81.4% | -35.2% | +116.5% | +100.0% |
| 5Y | -5.1% | -29.1% | +24.0% | +0.7% |
| All | +655.7% | +13.4% | +642.3% | +561.4% |
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