-13.8%
VEEV vs STZ
-36.5%
+22.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.8% |
| 7D | -5.2% | -7.4% | +2.2% | -3.9% |
| 30D | +14.9% | -10.9% | +25.8% | +17.1% |
| 3M | +58.4% | -13.4% | +71.8% | +61.9% |
| 6M | +35.5% | -16.2% | +51.7% | +38.4% |
| YTD | +18.6% | -10.4% | +29.1% | +18.4% |
| 1Y | -6.3% | -14.8% | +8.4% | -5.5% |
| 3Y | +20.2% | -50.1% | +70.4% | +40.6% |
| 5Y | -13.8% | -38.8% | +25.0% | -8.4% |
| All | -13.8% | -36.5% | +22.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling