+720.2%
VEEV vs STZ
+176.2%
+544.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.9% | -0.9% | -0.9% | -1.6% |
| 30D | +3.0% | +14.9% | -11.9% | -1.0% |
| 3M | +28.8% | +8.4% | +20.4% | +25.6% |
| 6M | +91.3% | +2.8% | +88.5% | +88.7% |
| YTD | +36.5% | +7.5% | +29.0% | +30.9% |
| 1Y | +1.9% | +12.5% | -10.7% | -4.0% |
| 3Y | +84.6% | -35.4% | +120.0% | +103.7% |
| 5Y | -2.6% | -29.3% | +26.7% | +3.4% |
| 10Y | +669.4% | +11.8% | +657.6% | +559.4% |
| All | +720.2% | +176.2% | +544.0% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling