+189.6%
XLP vs VEEV
+623.9%
-434.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -0.9% | +28.8% | -29.7% | -3.1% |
| 3M | +3.8% | +54.0% | -50.2% | -0.1% |
| 6M | -1.7% | +46.0% | -47.7% | -5.3% |
| YTD | +10.3% | +23.2% | -13.0% | +7.7% |
| 1Y | +7.8% | +1.9% | +5.9% | +7.0% |
| 3Y | +27.2% | +27.0% | +0.2% | +22.4% |
| 5Y | +32.5% | -13.4% | +45.9% | +30.1% |
| 10Y | +101.8% | +575.2% | -473.4% | +68.3% |
| All | +189.6% | +623.9% | -434.3% | +136.8% |
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