+253.9%
XLI vs VEEV
+556.2%
-302.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.7% | -4.6% | +3.0% | -0.9% |
| 30D | -7.3% | +8.6% | -15.9% | -8.9% |
| 3M | -1.3% | +62.4% | -63.8% | -10.0% |
| 6M | +2.2% | +40.3% | -38.0% | -4.7% |
| YTD | +11.7% | +17.5% | -5.8% | +7.3% |
| 1Y | +14.3% | -6.1% | +20.4% | +14.3% |
| 3Y | +70.3% | +16.7% | +53.7% | +60.3% |
| 5Y | +82.3% | -13.3% | +95.7% | +76.5% |
| All | +253.9% | +556.2% | -302.3% | +118.1% |
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