-12.2%
VEEV vs USHY
+20.9%
-33.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.6% | -0.7% | -3.9% | -3.2% |
| 30D | +8.6% | -0.7% | +9.3% | +10.3% |
| 3M | +62.4% | +0.1% | +62.4% | +62.4% |
| 6M | +40.3% | +1.8% | +38.5% | +35.3% |
| YTD | +17.5% | +1.8% | +15.8% | +13.4% |
| 1Y | -6.1% | +3.3% | -9.4% | -12.2% |
| 3Y | +16.7% | +27.0% | -10.3% | -29.0% |
| All | -12.2% | +20.9% | -33.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling