+2,486.9%
VRT vs VEEV
+236.0%
+2,250.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -8.4% | -4.6% | -3.8% | -7.3% |
| 30D | -10.9% | +8.6% | -19.5% | -13.1% |
| 3M | -13.7% | +62.4% | -76.1% | -25.2% |
| 6M | -4.1% | +40.3% | -44.4% | -14.4% |
| YTD | +58.7% | +17.5% | +41.2% | +48.6% |
| 1Y | +89.6% | -6.1% | +95.7% | +90.4% |
| 3Y | +558.1% | +16.7% | +541.5% | +497.9% |
| 5Y | +953.0% | -13.3% | +966.3% | +875.2% |
| All | +2,486.9% | +236.0% | +2,250.8% | +2,093.6% |
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