+210.5%
XLP vs VEEV
+699.3%
-488.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +0.7% | -2.9% | +3.7% | +1.0% |
| 30D | +10.3% | +7.5% | +2.7% | +9.6% |
| 3M | +6.5% | +39.5% | -32.9% | +3.4% |
| 6M | +8.4% | +81.5% | -73.1% | +2.7% |
| YTD | +18.2% | +36.1% | -17.9% | +14.4% |
| 1Y | +22.4% | +4.3% | +18.1% | +21.3% |
| 3Y | +41.9% | +54.8% | -13.0% | +34.2% |
| 5Y | +40.9% | -4.7% | +45.6% | +37.2% |
| 10Y | +128.4% | +709.1% | -580.7% | +88.1% |
| All | +210.5% | +699.3% | -488.8% | +151.7% |
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