-13.8%
VEEV vs XME
+167.8%
-181.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.0% |
| 7D | -8.2% | -3.0% | -5.2% | -7.6% |
| 30D | +10.3% | -2.6% | +12.9% | +10.9% |
| 3M | +59.4% | +2.2% | +57.2% | +57.8% |
| 6M | +37.6% | +0.7% | +36.9% | +35.8% |
| YTD | +16.9% | +10.9% | +6.0% | +11.0% |
| 1Y | -5.0% | +35.7% | -40.7% | -16.3% |
| 3Y | +18.5% | +127.1% | -108.7% | -16.2% |
| 5Y | -13.8% | +168.5% | -182.3% | -42.4% |
| All | -13.8% | +167.8% | -181.6% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling