+216.7%
XLB vs VEEV
+695.8%
-479.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | +5.3% | +0.3% | +5.0% | +5.2% |
| 3M | 0.0% | +25.2% | -25.2% | -4.0% |
| 6M | +1.2% | +89.7% | -88.5% | -9.7% |
| YTD | +16.9% | +35.5% | -18.6% | +9.8% |
| 1Y | +20.9% | +1.8% | +19.1% | +19.2% |
| 3Y | +43.3% | +83.2% | -39.9% | +25.4% |
| 5Y | +28.3% | -4.8% | +33.1% | +22.0% |
| 10Y | +165.3% | +663.5% | -498.2% | +79.4% |
| All | +216.7% | +695.8% | -479.2% | +104.9% |
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 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