+31.2%
VEEV vs VIK
+221.3%
-190.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -8.2% | -1.8% | -6.4% | -8.0% |
| 30D | +10.3% | -17.3% | +27.6% | +13.2% |
| 3M | +59.4% | -5.1% | +64.4% | +59.8% |
| 6M | +37.6% | +16.2% | +21.4% | +32.6% |
| YTD | +16.9% | +17.6% | -0.7% | +12.3% |
| 1Y | -5.0% | +33.5% | -38.5% | -10.9% |
| All | +31.2% | +221.3% | -190.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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