+1,934.0%
VRT vs VEEV
+286.1%
+1,647.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +10.5% | -0.7% | +11.2% | +10.7% |
| 30D | -9.3% | +1.4% | -10.7% | -9.8% |
| 3M | -29.6% | +19.4% | -48.9% | -33.1% |
| 6M | -45.4% | +93.6% | -139.0% | -55.1% |
| YTD | +24.8% | +35.1% | -10.3% | +12.5% |
| 1Y | +23.6% | +3.4% | +20.2% | +21.4% |
| 3Y | +379.7% | +81.4% | +298.3% | +281.4% |
| 5Y | +660.3% | -5.1% | +665.4% | +583.8% |
| All | +1,934.0% | +286.1% | +1,647.8% | +1,561.0% |
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