+55.9%
VZ vs VEEV
+56.3%
-0.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -1.0% |
| 7D | +2.1% | -2.9% | +5.1% | +2.1% |
| 30D | +1.4% | +7.5% | -6.1% | +1.5% |
| 3M | -1.3% | +39.5% | -40.7% | -1.0% |
| 6M | -0.5% | +81.5% | -82.0% | 0.0% |
| YTD | +19.6% | +36.1% | -16.4% | +20.2% |
| 1Y | +22.4% | +4.3% | +18.1% | +23.5% |
| 3Y | +55.9% | +54.8% | +1.0% | +58.3% |
| All | +55.9% | +56.3% | -0.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling