+20.2%
VEEV vs URA
+121.0%
-100.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.9% | -3.9% |
| 7D | -5.2% | +8.1% | -13.3% | -5.6% |
| 30D | +14.9% | +5.8% | +9.1% | +14.5% |
| 3M | +58.4% | +3.4% | +54.9% | +58.1% |
| 6M | +35.5% | -2.6% | +38.1% | +35.2% |
| YTD | +18.6% | +11.2% | +7.5% | +16.0% |
| 1Y | -6.3% | +19.8% | -26.2% | -10.0% |
| 3Y | +20.2% | +121.5% | -101.2% | +4.1% |
| All | +20.2% | +121.0% | -100.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling