+425.8%
VRTX vs VEEV
+552.6%
-126.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -7.8% | -8.2% | +0.5% | -5.8% |
| 30D | -2.8% | +10.3% | -13.2% | -5.5% |
| 3M | +18.1% | +59.4% | -41.3% | +4.6% |
| 6M | +3.1% | +37.6% | -34.5% | -6.0% |
| YTD | +13.5% | +16.9% | -3.4% | +7.5% |
| 1Y | +32.4% | -5.0% | +37.4% | +31.9% |
| 3Y | +50.0% | +18.5% | +31.5% | +37.1% |
| 5Y | +172.9% | -13.8% | +186.7% | +165.5% |
| All | +425.8% | +552.6% | -126.8% | +94.5% |
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