+17.8%
YUM vs VEEV
+18.9%
-1.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -6.1% | -4.6% | -1.4% | -5.8% |
| 30D | -5.8% | +8.6% | -14.5% | -6.3% |
| 3M | -7.6% | +62.4% | -70.1% | -10.5% |
| 6M | -9.1% | +40.3% | -49.4% | -11.3% |
| YTD | -5.5% | +17.5% | -23.1% | -6.5% |
| 1Y | -3.7% | -6.1% | +2.4% | -3.0% |
| 3Y | +17.8% | +16.7% | +1.1% | +9.6% |
| All | +17.8% | +18.9% | -1.1% | +9.6% |
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