+64.7%
XLC vs VEEV
+80.8%
-16.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | -1.9% | +1.4% | -3.3% | -2.1% |
| 3M | -3.1% | +19.4% | -22.5% | -5.4% |
| 6M | -6.4% | +93.6% | -100.0% | -14.5% |
| YTD | -6.8% | +35.1% | -41.9% | -10.9% |
| 1Y | -1.7% | +3.4% | -5.1% | -2.4% |
| 3Y | +64.7% | +81.4% | -16.7% | +49.3% |
| All | +64.7% | +80.8% | -16.2% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling