+601.8%
VEEV vs TROW
+129.2%
+472.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -7.1% | -1.5% | -5.6% | -6.4% |
| 30D | +11.1% | -5.3% | +16.4% | +14.2% |
| 3M | +55.5% | +2.9% | +52.6% | +52.7% |
| 6M | +33.4% | +22.2% | +11.1% | +19.9% |
| YTD | +16.8% | +8.1% | +8.7% | +11.6% |
| 1Y | -7.7% | +5.8% | -13.6% | -11.3% |
| 3Y | +18.4% | +14.0% | +4.4% | +6.3% |
| 5Y | -14.8% | -38.3% | +23.5% | +1.8% |
| 10Y | +546.5% | +131.7% | +414.8% | +261.8% |
| All | +601.8% | +129.2% | +472.6% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling