+31.9%
VEEV vs VIK
+225.1%
-193.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | +8.6% | -18.4% | +27.1% | +11.7% |
| 3M | +62.4% | -8.8% | +71.2% | +64.0% |
| 6M | +40.3% | +17.1% | +23.1% | +35.1% |
| YTD | +17.5% | +19.0% | -1.5% | +12.8% |
| 1Y | -6.1% | +30.1% | -36.3% | -11.5% |
| All | +31.9% | +225.1% | -193.2% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling