+349.8%
WELL vs VEEV
+556.2%
-206.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.3% |
| 30D | +2.3% | +8.6% | -6.3% | +1.2% |
| 3M | +12.3% | +62.4% | -50.2% | +6.1% |
| 6M | +15.6% | +40.3% | -24.7% | +10.7% |
| YTD | +28.3% | +17.5% | +10.8% | +25.2% |
| 1Y | +41.9% | -6.1% | +48.0% | +42.1% |
| 3Y | +198.3% | +16.7% | +181.7% | +186.5% |
| 5Y | +206.4% | -13.3% | +219.8% | +198.4% |
| All | +349.8% | +556.2% | -206.4% | +238.9% |
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 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