+711.4%
VEEV vs VSH
+172.0%
+539.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.7% |
| 7D | -0.7% | +14.3% | -15.1% | -4.1% |
| 30D | +1.4% | -7.9% | +9.3% | +1.9% |
| 3M | +19.4% | -19.9% | +39.2% | +22.6% |
| 6M | +93.6% | -30.5% | +124.1% | +94.6% |
| YTD | +35.1% | +85.7% | -50.6% | -3.5% |
| 1Y | +3.4% | +98.9% | -95.6% | -28.2% |
| 3Y | +81.4% | +32.1% | +49.3% | +36.0% |
| 5Y | -5.1% | +39.7% | -44.8% | -31.4% |
| 10Y | +661.2% | +117.6% | +543.7% | +288.9% |
| All | +711.4% | +172.0% | +539.5% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling