-39.3%
VG vs VEEV
+23.3%
-62.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +16.0% | +28.8% | -12.8% | +15.0% |
| 3M | +9.7% | +54.0% | -44.3% | +8.2% |
| 6M | +29.6% | +46.0% | -16.4% | +29.0% |
| YTD | +112.0% | +23.2% | +88.8% | +113.8% |
| 1Y | +12.8% | +1.9% | +10.9% | +15.9% |
| All | -39.3% | +23.3% | -62.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling