+90.4%
VZ vs VEEV
+699.3%
-608.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.8% |
| 7D | +2.1% | -2.9% | +5.1% | +2.3% |
| 30D | +1.4% | +7.5% | -6.1% | +1.0% |
| 3M | -1.3% | +39.5% | -40.7% | -3.0% |
| 6M | -0.5% | +81.5% | -82.0% | -3.6% |
| YTD | +19.6% | +36.1% | -16.4% | +17.5% |
| 1Y | +22.4% | +4.3% | +18.1% | +21.8% |
| 3Y | +55.9% | +54.8% | +1.0% | +50.9% |
| 5Y | +20.4% | -4.7% | +25.1% | +18.9% |
| 10Y | +66.9% | +709.1% | -642.2% | +39.6% |
| All | +90.4% | +699.3% | -608.9% | +56.3% |
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 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