+16.0%
VEEV vs VSH
+35.1%
-19.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -7.1% | +3.5% | -10.6% | -7.3% |
| 30D | +11.1% | -4.4% | +15.5% | +11.3% |
| 3M | +55.5% | -45.8% | +101.3% | +62.0% |
| 6M | +33.4% | +90.1% | -56.8% | +14.8% |
| YTD | +16.8% | +120.3% | -103.5% | -3.0% |
| 1Y | -7.7% | +112.2% | -120.0% | -23.1% |
| All | +16.0% | +35.1% | -19.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling