+216.0%
XLB vs VEEV
+693.5%
-477.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | +5.2% | +1.4% | +3.7% | +4.9% |
| 3M | +0.3% | +19.4% | -19.0% | -2.9% |
| 6M | +1.2% | +93.6% | -92.5% | -10.1% |
| YTD | +16.6% | +35.1% | -18.4% | +9.6% |
| 1Y | +21.4% | +3.4% | +18.1% | +19.4% |
| 3Y | +43.2% | +81.4% | -38.2% | +25.5% |
| 5Y | +28.0% | -5.1% | +33.1% | +21.8% |
| 10Y | +164.8% | +661.2% | -496.5% | +79.1% |
| All | +216.0% | +693.5% | -477.5% | +104.6% |
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