+534.8%
WELL vs VEEV
+702.0%
-167.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | +7.8% | +3.0% | +4.8% | +7.5% |
| 3M | +10.2% | +28.8% | -18.6% | +7.6% |
| 6M | +16.4% | +91.3% | -74.9% | +9.3% |
| YTD | +35.2% | +36.5% | -1.4% | +30.6% |
| 1Y | +30.5% | +1.9% | +28.6% | +29.6% |
| 3Y | +206.1% | +84.6% | +121.5% | +183.3% |
| 5Y | +228.3% | -2.6% | +230.9% | +217.2% |
| 10Y | +468.3% | +669.4% | -201.1% | +363.5% |
| All | +534.8% | +702.0% | -167.2% | +408.4% |
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