+640.3%
VEEV vs VSH
+223.9%
+416.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.4% |
| 7D | -0.6% | +4.1% | -4.6% | -1.6% |
| 30D | +28.8% | -4.2% | +33.0% | +29.7% |
| 3M | +54.0% | -50.0% | +104.0% | +78.2% |
| 6M | +46.0% | +80.2% | -34.2% | +10.7% |
| YTD | +23.2% | +121.1% | -97.9% | -13.6% |
| 1Y | +1.9% | +112.0% | -110.1% | -28.5% |
| 3Y | +27.0% | +22.5% | +4.5% | +3.1% |
| 5Y | -13.4% | +64.0% | -77.4% | -38.4% |
| 10Y | +575.2% | +170.4% | +404.9% | +230.5% |
| All | +640.3% | +223.9% | +416.4% | +212.7% |
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