+62.8%
VZ vs VEEV
+552.6%
-489.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.2% | -8.2% | +7.0% | -0.9% |
| 30D | +5.7% | +10.3% | -4.6% | +5.2% |
| 3M | +8.2% | +59.4% | -51.1% | +6.1% |
| 6M | +1.7% | +37.6% | -35.9% | +0.2% |
| YTD | +28.9% | +16.9% | +11.9% | +27.7% |
| 1Y | +22.7% | -5.0% | +27.7% | +22.8% |
| 3Y | +82.7% | +18.5% | +64.2% | +79.9% |
| 5Y | +26.4% | -13.8% | +40.2% | +25.6% |
| All | +62.8% | +552.6% | -489.8% | +37.4% |
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