+83.3%
VEEV vs STZ
-35.6%
+118.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.9% | -0.9% | -0.9% | -1.8% |
| 30D | +3.0% | +14.9% | -11.9% | +2.3% |
| 3M | +28.8% | +8.4% | +20.4% | +28.2% |
| 6M | +91.3% | +2.8% | +88.5% | +90.4% |
| YTD | +36.5% | +7.5% | +29.0% | +33.8% |
| 1Y | +1.9% | +12.5% | -10.7% | -0.8% |
| All | +83.3% | -35.6% | +118.9% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling