+781.6%
VEEV vs USFR
+27.6%
+754.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | +14.9% | +0.3% | +14.6% | +14.4% |
| 3M | +58.4% | +1.0% | +57.4% | +56.4% |
| 6M | +35.5% | +1.9% | +33.6% | +32.3% |
| YTD | +18.6% | +2.7% | +16.0% | +14.8% |
| 1Y | -6.3% | +4.0% | -10.4% | -10.9% |
| 3Y | +20.2% | +14.0% | +6.2% | +1.3% |
| 5Y | -13.8% | +20.4% | -34.2% | -32.6% |
| 10Y | +542.0% | +28.1% | +514.0% | +356.8% |
| All | +781.6% | +27.6% | +754.0% | +527.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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