+640.3%
VEEV vs URA
+143.7%
+496.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +28.8% | +7.4% | +21.5% | +26.4% |
| 3M | +54.0% | -8.4% | +62.4% | +56.2% |
| 6M | +46.0% | -12.7% | +58.7% | +47.9% |
| YTD | +23.2% | +7.8% | +15.4% | +16.1% |
| 1Y | +1.9% | +19.5% | -17.6% | -8.4% |
| 3Y | +27.0% | +116.4% | -89.4% | -10.3% |
| 5Y | -13.4% | +134.3% | -147.7% | -42.8% |
| 10Y | +575.2% | +359.3% | +216.0% | +220.3% |
| All | +640.3% | +143.7% | +496.6% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling