+309.5%
XEL vs VEEV
+586.3%
-276.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +0.9% | -7.1% | +8.0% | +1.4% |
| 30D | -0.9% | +11.1% | -12.0% | -1.7% |
| 3M | -1.4% | +55.5% | -57.0% | -4.6% |
| 6M | -5.8% | +33.4% | -39.2% | -8.1% |
| YTD | +4.7% | +16.8% | -12.1% | +3.1% |
| 1Y | +9.1% | -7.7% | +16.8% | +9.3% |
| 3Y | +47.8% | +18.4% | +29.5% | +44.0% |
| 5Y | +29.0% | -14.8% | +43.8% | +27.4% |
| 10Y | +154.0% | +546.5% | -392.5% | +128.1% |
| All | +309.5% | +586.3% | -276.8% | +268.0% |
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