+640.3%
VEEV vs STZ
+143.7%
+496.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -0.6% | -1.9% | +1.3% | 0.0% |
| 30D | +28.8% | -1.9% | +30.7% | +29.4% |
| 3M | +54.0% | -6.2% | +60.3% | +56.3% |
| 6M | +46.0% | -14.0% | +60.0% | +50.6% |
| YTD | +23.2% | -5.1% | +28.4% | +22.6% |
| 1Y | +1.9% | -9.6% | +11.4% | +2.4% |
| 3Y | +27.0% | -47.2% | +74.3% | +49.2% |
| 5Y | -13.4% | -33.6% | +20.2% | -6.7% |
| 10Y | +575.2% | -9.8% | +585.0% | +517.3% |
| All | +640.3% | +143.7% | +496.6% | +272.1% |
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 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