+110.2%
VTR vs VEEV
+586.3%
-476.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.9% | -7.1% | +4.2% | -2.3% |
| 30D | -2.8% | +11.1% | -13.9% | -3.8% |
| 3M | +9.0% | +55.5% | -46.5% | +4.7% |
| 6M | +5.0% | +33.4% | -28.4% | +1.9% |
| YTD | +16.9% | +16.8% | +0.1% | +14.7% |
| 1Y | +34.3% | -7.7% | +42.0% | +34.5% |
| 3Y | +131.6% | +18.4% | +113.2% | +123.9% |
| 5Y | +88.0% | -14.8% | +102.8% | +83.2% |
| 10Y | +97.8% | +546.5% | -448.7% | +66.2% |
| All | +110.2% | +586.3% | -476.1% | +72.5% |
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 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