+602.3%
VEEV vs VRSK
+174.3%
+428.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -8.2% | -7.7% | -0.5% | -3.5% |
| 30D | +10.3% | -2.8% | +13.1% | +12.4% |
| 3M | +59.4% | -3.7% | +63.1% | +62.9% |
| 6M | +37.6% | -12.8% | +50.3% | +49.1% |
| YTD | +16.9% | -21.0% | +37.9% | +33.9% |
| 1Y | -5.0% | -32.5% | +27.5% | +19.2% |
| 3Y | +18.5% | -26.5% | +45.0% | +35.0% |
| 5Y | -13.8% | -11.5% | -2.3% | -15.3% |
| 10Y | +547.0% | +125.7% | +421.3% | +239.0% |
| All | +602.3% | +174.3% | +428.0% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling