+543.1%
VEEV vs XHB
+215.4%
+327.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -4.6% | -4.6% | 0.0% | -2.3% |
| 30D | +8.6% | -9.1% | +17.8% | +13.8% |
| 3M | +62.4% | -8.6% | +71.0% | +68.6% |
| 6M | +40.3% | -4.0% | +44.3% | +40.4% |
| YTD | +17.5% | -3.9% | +21.5% | +16.9% |
| 1Y | -6.1% | -16.5% | +10.4% | +0.3% |
| 3Y | +16.7% | +22.6% | -5.9% | -3.3% |
| 5Y | -13.3% | +33.9% | -47.3% | -33.0% |
| All | +543.1% | +215.4% | +327.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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