-38.0%
VG vs VEEV
+18.7%
-56.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.9% | +2.3% |
| 7D | -2.5% | -5.2% | +2.6% | -2.4% |
| 30D | +11.1% | +14.9% | -3.8% | +10.5% |
| 3M | +14.9% | +58.4% | -43.5% | +12.8% |
| 6M | +18.4% | +35.5% | -17.1% | +18.6% |
| YTD | +116.6% | +18.6% | +97.9% | +118.7% |
| 1Y | +9.4% | -6.3% | +15.7% | +12.5% |
| All | -38.0% | +18.7% | -56.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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