+539.7%
VEEV vs VSH
+179.3%
+360.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -8.2% | +3.1% | -11.3% | -8.9% |
| 30D | +10.3% | -5.7% | +16.0% | +11.4% |
| 3M | +59.4% | -42.5% | +101.8% | +74.9% |
| 6M | +37.6% | +82.7% | -45.1% | +6.9% |
| YTD | +16.9% | +118.2% | -101.3% | -14.9% |
| 1Y | -5.0% | +109.7% | -114.6% | -30.7% |
| 3Y | +18.5% | +35.3% | -16.8% | -4.8% |
| 5Y | -13.8% | +65.6% | -79.4% | -36.6% |
| All | +539.7% | +179.3% | +360.4% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling