+946.4%
VEEV vs Z
+25.1%
+921.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.7% |
| 7D | -0.6% | -3.0% | +2.4% | +0.2% |
| 30D | +28.8% | -4.2% | +33.0% | +30.1% |
| 3M | +54.0% | -3.7% | +57.7% | +55.3% |
| 6M | +46.0% | -24.5% | +70.5% | +56.6% |
| YTD | +23.2% | -49.3% | +72.5% | +46.5% |
| 1Y | +1.9% | -58.7% | +60.5% | +26.9% |
| 3Y | +27.0% | -34.1% | +61.2% | +32.8% |
| 5Y | -13.4% | -64.5% | +51.1% | -1.3% |
| 10Y | +575.2% | -0.5% | +575.7% | +431.3% |
| All | +946.4% | +25.1% | +921.3% | +641.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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