+143.7%
XLC vs VEEV
+219.3%
-75.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +0.5% | -4.6% | +5.1% | +1.8% |
| 30D | +2.1% | +8.6% | -6.5% | -0.7% |
| 3M | +0.7% | +62.4% | -61.7% | -12.8% |
| 6M | -3.2% | +40.3% | -43.5% | -13.3% |
| YTD | -3.8% | +17.5% | -21.3% | -9.7% |
| 1Y | -2.0% | -6.1% | +4.1% | -2.3% |
| 3Y | +71.4% | +16.7% | +54.7% | +54.7% |
| 5Y | +40.7% | -13.3% | +54.0% | +34.7% |
| All | +143.7% | +219.3% | -75.6% | +36.1% |
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