+601.8%
VEEV vs WY
+28.0%
+573.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -7.1% | -1.7% | -5.4% | -6.6% |
| 30D | +11.1% | -9.9% | +21.0% | +14.9% |
| 3M | +55.5% | -7.5% | +63.0% | +59.1% |
| 6M | +33.4% | -5.1% | +38.5% | +34.4% |
| YTD | +16.8% | -2.1% | +18.9% | +15.8% |
| 1Y | -7.7% | -7.3% | -0.4% | -7.0% |
| 3Y | +18.4% | -22.6% | +41.0% | +25.3% |
| 5Y | -14.8% | -19.8% | +5.0% | -11.2% |
| 10Y | +546.5% | +9.6% | +536.9% | +453.2% |
| All | +601.8% | +28.0% | +573.9% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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