+215.8%
XLB vs VEEV
+623.9%
-408.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -0.4% | +28.8% | -29.2% | -4.8% |
| 3M | +2.0% | +54.0% | -52.1% | -5.6% |
| 6M | +1.8% | +46.0% | -44.1% | -5.4% |
| YTD | +16.6% | +23.2% | -6.6% | +11.3% |
| 1Y | +16.9% | +1.9% | +15.1% | +15.1% |
| 3Y | +32.6% | +27.0% | +5.5% | +23.4% |
| 5Y | +35.6% | -13.4% | +49.0% | +31.1% |
| 10Y | +160.0% | +575.2% | -415.2% | +79.3% |
| All | +215.8% | +623.9% | -408.1% | +107.8% |
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