+163.6%
W vs VEEV
+915.1%
-751.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +4.7% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -7.6% | +28.8% | -36.4% | -23.2% |
| 3M | +37.2% | +54.0% | -16.9% | +0.7% |
| 6M | +26.3% | +46.0% | -19.6% | -5.5% |
| YTD | -1.0% | +23.2% | -24.2% | -17.3% |
| 1Y | +20.1% | +1.9% | +18.2% | +12.2% |
| 3Y | +37.8% | +27.0% | +10.8% | +7.8% |
| 5Y | -63.7% | -13.4% | -50.3% | -63.5% |
| 10Y | +156.3% | +575.2% | -418.9% | +24.1% |
| All | +163.6% | +915.1% | -751.5% | +7.9% |
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