+612.7%
VEEV vs UL
+127.9%
+484.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.3% |
| 7D | -5.2% | -1.3% | -3.8% | -4.7% |
| 30D | +14.9% | +0.9% | +14.0% | +14.5% |
| 3M | +58.4% | +14.2% | +44.1% | +50.3% |
| 6M | +35.5% | -3.2% | +38.7% | +36.6% |
| YTD | +18.6% | -0.3% | +19.0% | +17.6% |
| 1Y | -6.3% | -8.8% | +2.4% | -4.1% |
| 3Y | +20.2% | +23.9% | -3.7% | +6.0% |
| 5Y | -13.8% | +21.4% | -35.2% | -24.6% |
| 10Y | +542.0% | +66.7% | +475.4% | +383.4% |
| All | +612.7% | +127.9% | +484.8% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling