+218.4%
XOM vs VEEV
+586.3%
-367.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | 0.0% | -7.1% | +7.1% | +0.5% |
| 30D | +3.4% | +11.1% | -7.7% | +2.6% |
| 3M | +11.0% | +55.5% | -44.5% | +7.4% |
| 6M | +10.6% | +33.4% | -22.7% | +8.0% |
| YTD | +39.2% | +16.8% | +22.4% | +37.0% |
| 1Y | +52.7% | -7.7% | +60.5% | +52.9% |
| 3Y | +56.8% | +18.4% | +38.4% | +52.5% |
| 5Y | +261.8% | -14.8% | +276.6% | +257.1% |
| 10Y | +191.3% | +546.5% | -355.2% | +135.1% |
| All | +218.4% | +586.3% | -367.9% | +150.8% |
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