+27.1%
XLP vs VEEV
+18.9%
+8.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.6% |
| 7D | -1.4% | -5.2% | +3.7% | -1.3% |
| 30D | -1.3% | +14.9% | -16.2% | -1.7% |
| 3M | +1.8% | +58.4% | -56.5% | +0.5% |
| 6M | -0.8% | +35.5% | -36.3% | -1.8% |
| YTD | +9.5% | +18.6% | -9.1% | +9.0% |
| 1Y | +7.2% | -6.3% | +13.5% | +8.0% |
| 3Y | +27.1% | +20.2% | +6.9% | +24.9% |
| All | +27.1% | +18.9% | +8.2% | +24.9% |
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