+543.1%
VEEV vs UL
+66.7%
+476.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.6% | -3.4% | -1.2% | -3.4% |
| 30D | +8.6% | +0.5% | +8.2% | +8.4% |
| 3M | +62.4% | +7.2% | +55.2% | +58.2% |
| 6M | +40.3% | -3.1% | +43.3% | +41.3% |
| YTD | +17.5% | -2.7% | +20.3% | +17.6% |
| 1Y | -6.1% | -10.2% | +4.1% | -3.4% |
| 3Y | +16.7% | +20.3% | -3.6% | +4.3% |
| 5Y | -13.3% | +19.9% | -33.3% | -23.9% |
| All | +543.1% | +66.7% | +476.5% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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