+2,723.0%
VRT vs VEEV
+252.3%
+2,470.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.6% | +5.2% |
| 7D | +9.1% | -0.6% | +9.7% | +9.2% |
| 30D | +0.9% | +28.8% | -27.9% | -5.7% |
| 3M | -13.4% | +54.0% | -67.4% | -23.7% |
| 6M | +11.7% | +46.0% | -34.3% | -1.2% |
| YTD | +73.2% | +23.2% | +50.0% | +60.3% |
| 1Y | +123.4% | +1.9% | +121.6% | +118.9% |
| 3Y | +606.2% | +27.0% | +579.1% | +526.2% |
| 5Y | +899.9% | -13.4% | +913.3% | +822.5% |
| All | +2,723.0% | +252.3% | +2,470.8% | +2,266.7% |
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