+105.8%
VZ vs VEEV
+623.9%
-518.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +7.9% | +28.8% | -20.9% | +6.5% |
| 3M | +13.6% | +54.0% | -40.4% | +11.1% |
| 6M | +1.1% | +46.0% | -44.9% | -1.0% |
| YTD | +29.3% | +23.2% | +6.1% | +27.6% |
| 1Y | +21.2% | +1.9% | +19.4% | +20.8% |
| 3Y | +75.9% | +27.0% | +48.9% | +72.1% |
| 5Y | +24.1% | -13.4% | +37.5% | +23.1% |
| 10Y | +62.4% | +575.2% | -512.8% | +37.3% |
| All | +105.8% | +623.9% | -518.2% | +69.7% |
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