+16.7%
VEEV vs VRSK
-26.5%
+43.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.6% | -5.2% | +0.5% | -2.6% |
| 30D | +8.6% | -2.3% | +11.0% | +9.8% |
| 3M | +62.4% | -2.9% | +65.3% | +64.7% |
| 6M | +40.3% | -12.8% | +53.1% | +45.4% |
| YTD | +17.5% | -20.8% | +38.4% | +24.9% |
| 1Y | -6.1% | -33.2% | +27.1% | +4.0% |
| 3Y | +16.7% | -26.6% | +43.3% | +24.5% |
| All | +16.7% | -26.5% | +43.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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