+539.7%
VEEV vs URA
+361.2%
+178.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +1.0% |
| 7D | -8.2% | -1.5% | -6.7% | -8.0% |
| 30D | +10.3% | -0.4% | +10.7% | +10.2% |
| 3M | +59.4% | +6.3% | +53.1% | +55.8% |
| 6M | +37.6% | -14.0% | +51.6% | +40.0% |
| YTD | +16.9% | +5.3% | +11.6% | +11.1% |
| 1Y | -5.0% | +11.7% | -16.6% | -12.5% |
| 3Y | +18.5% | +109.8% | -91.3% | -14.5% |
| 5Y | -13.8% | +108.0% | -121.8% | -40.1% |
| All | +539.7% | +361.2% | +178.4% | +234.4% |
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