+141.4%
XLC vs VEEV
+222.3%
-80.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +0.6% |
| 7D | +0.6% | -5.2% | +5.7% | +2.0% |
| 30D | +0.2% | +14.9% | -14.7% | -4.0% |
| 3M | +0.6% | +58.4% | -57.7% | -12.2% |
| 6M | -4.5% | +35.5% | -40.0% | -13.6% |
| YTD | -4.7% | +18.6% | -23.4% | -10.8% |
| 1Y | -1.7% | -6.3% | +4.7% | -1.8% |
| 3Y | +72.3% | +20.2% | +52.1% | +54.1% |
| 5Y | +37.8% | -13.8% | +51.6% | +32.2% |
| All | +141.4% | +222.3% | -80.9% | +34.5% |
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