+215.2%
XLY vs VEEV
+556.2%
-341.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -1.7% | -4.6% | +2.9% | -0.4% |
| 30D | -4.2% | +8.6% | -12.8% | -6.8% |
| 3M | -2.7% | +62.4% | -65.1% | -15.7% |
| 6M | -0.6% | +40.3% | -40.9% | -11.0% |
| YTD | -5.0% | +17.5% | -22.6% | -10.9% |
| 1Y | -4.1% | -6.1% | +2.0% | -4.4% |
| 3Y | +33.6% | +16.7% | +16.9% | +21.3% |
| 5Y | +28.7% | -13.3% | +42.1% | +22.3% |
| All | +215.2% | +556.2% | -341.0% | +85.4% |
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