-44.6%
VG vs VEEV
+35.1%
-79.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +14.0% | -0.7% | +14.7% | +14.0% |
| 30D | -1.0% | +1.4% | -2.4% | -1.0% |
| 3M | -2.7% | +19.4% | -22.1% | -3.3% |
| 6M | +1.5% | +93.6% | -92.1% | -1.1% |
| YTD | +93.7% | +35.1% | +58.6% | +94.8% |
| 1Y | +68.5% | +3.4% | +65.2% | +72.3% |
| All | -44.6% | +35.1% | -79.7% | -37.3% |
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