+210.1%
W vs VEEV
+656.9%
-446.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | +6.8% | +1.4% | +5.4% | +5.9% |
| 3M | +10.7% | +19.4% | -8.7% | -4.9% |
| 6M | +86.3% | +93.6% | -7.3% | +8.1% |
| YTD | +11.5% | +35.1% | -23.6% | -15.9% |
| 1Y | +5.1% | +3.4% | +1.7% | -3.6% |
| 3Y | +171.0% | +81.4% | +89.6% | +51.5% |
| 5Y | -56.6% | -5.1% | -51.5% | -59.6% |
| All | +210.1% | +656.9% | -446.7% | +10.5% |
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 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