+128.8%
XLP vs VEEV
+699.2%
-570.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +8.9% | +3.5% | +5.5% | +8.6% |
| 3M | +7.5% | +32.9% | -25.5% | +4.3% |
| 6M | +9.4% | +84.2% | -74.8% | +2.6% |
| YTD | +19.3% | +37.3% | -18.0% | +14.8% |
| 1Y | +21.7% | +3.9% | +17.8% | +20.7% |
| 3Y | +44.0% | +83.9% | -39.9% | +32.1% |
| 5Y | +42.8% | -4.3% | +47.1% | +39.2% |
| 10Y | +128.8% | +669.1% | -540.3% | +82.4% |
| All | +128.8% | +699.2% | -570.4% | +82.4% |
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