+657.9%
VEEV vs URA
+272.2%
+385.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.1% |
| 7D | -2.5% | +4.5% | -6.9% | -3.6% |
| 30D | +0.3% | -13.4% | +13.7% | +3.3% |
| 3M | +25.2% | -28.4% | +53.6% | +34.3% |
| 6M | +89.7% | -40.5% | +130.2% | +111.0% |
| YTD | +35.5% | -24.3% | +59.7% | +38.2% |
| 1Y | +1.8% | -28.8% | +30.7% | +5.4% |
| 3Y | +83.2% | +37.6% | +45.6% | +47.1% |
| 5Y | -4.8% | +30.7% | -35.5% | -25.6% |
| All | +657.9% | +272.2% | +385.7% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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