+543.1%
VEEV vs TROW
+130.0%
+413.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.1% |
| 30D | +8.6% | -4.6% | +13.3% | +11.2% |
| 3M | +62.4% | -0.7% | +63.1% | +62.4% |
| 6M | +40.3% | +22.2% | +18.0% | +26.3% |
| YTD | +17.5% | +6.6% | +10.9% | +13.1% |
| 1Y | -6.1% | +5.8% | -11.9% | -9.6% |
| 3Y | +16.7% | +11.6% | +5.1% | +6.1% |
| 5Y | -13.3% | -38.9% | +25.6% | +3.4% |
| All | +543.1% | +130.0% | +413.1% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling