+442.3%
WELL vs VEEV
+656.9%
-214.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +5.7% | +1.4% | +4.3% | +5.5% |
| 3M | +4.6% | +19.4% | -14.7% | +2.5% |
| 6M | +11.9% | +93.6% | -81.8% | +3.6% |
| YTD | +33.6% | +35.1% | -1.5% | +28.5% |
| 1Y | +29.8% | +3.4% | +26.4% | +28.8% |
| 3Y | +202.2% | +81.4% | +120.8% | +175.2% |
| 5Y | +223.2% | -5.1% | +228.3% | +212.1% |
| All | +442.3% | +656.9% | -214.6% | +331.6% |
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