-7.7%
VEEV vs STZ
-14.3%
+6.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -7.1% | -6.0% | -1.1% | -7.7% |
| 30D | +11.1% | -8.9% | +20.0% | +10.1% |
| 3M | +55.5% | -12.6% | +68.1% | +52.8% |
| 6M | +33.4% | -17.2% | +50.6% | +29.3% |
| YTD | +16.8% | -10.0% | +26.9% | +13.1% |
| 1Y | -7.7% | -14.3% | +6.6% | -8.8% |
| All | -7.7% | -14.3% | +6.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling