+147.8%
XEL vs VEEV
+556.2%
-408.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.3% | -4.6% | +4.3% | +0.1% |
| 30D | -3.9% | +8.6% | -12.6% | -4.8% |
| 3M | -2.8% | +62.4% | -65.2% | -7.3% |
| 6M | -5.4% | +40.3% | -45.6% | -8.8% |
| YTD | +3.8% | +17.5% | -13.8% | +1.7% |
| 1Y | +6.8% | -6.1% | +12.9% | +7.1% |
| 3Y | +45.6% | +16.7% | +28.9% | +40.8% |
| 5Y | +30.7% | -13.3% | +44.0% | +29.2% |
| All | +147.8% | +556.2% | -408.4% | +107.9% |
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