+428.1%
WMT vs VEEV
+556.2%
-128.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | -7.4% | +8.6% | -16.1% | -8.3% |
| 3M | -10.9% | +62.4% | -73.3% | -15.3% |
| 6M | -12.7% | +40.3% | -52.9% | -16.0% |
| YTD | -3.2% | +17.5% | -20.8% | -5.3% |
| 1Y | +5.3% | -6.1% | +11.4% | +5.4% |
| 3Y | +101.9% | +16.7% | +85.2% | +94.9% |
| 5Y | +134.6% | -13.3% | +147.9% | +131.2% |
| All | +428.1% | +556.2% | -128.1% | +310.1% |
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