+1,046.9%
VEEV vs Z
+7.8%
+1,039.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.2% |
| 7D | -0.7% | +0.8% | -1.6% | -1.0% |
| 30D | +1.4% | +5.2% | -3.8% | -0.7% |
| 3M | +19.4% | -17.0% | +36.4% | +24.2% |
| 6M | +93.6% | -22.7% | +116.3% | +104.7% |
| YTD | +35.1% | -56.3% | +91.4% | +65.4% |
| 1Y | +3.4% | -57.7% | +61.0% | +27.0% |
| 3Y | +81.4% | -16.5% | +97.9% | +75.7% |
| 5Y | -5.1% | -53.4% | +48.3% | +2.3% |
| 10Y | +661.2% | -15.9% | +677.2% | +520.6% |
| All | +1,046.9% | +7.8% | +1,039.2% | +737.0% |
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