+239.5%
ZETA vs VEEV
-9.2%
+248.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.6% |
| 7D | -3.7% | -4.6% | +0.9% | -0.8% |
| 30D | +5.7% | +8.6% | -2.9% | -0.5% |
| 3M | +50.4% | +62.4% | -12.0% | +8.8% |
| 6M | +65.5% | +40.3% | +25.2% | +32.0% |
| YTD | +48.3% | +17.5% | +30.8% | +32.6% |
| 1Y | +45.4% | -6.1% | +51.5% | +47.6% |
| 3Y | +270.8% | +16.7% | +254.1% | +215.6% |
| 5Y | +336.1% | -13.3% | +349.5% | +302.2% |
| All | +239.5% | -9.2% | +248.7% | +229.4% |
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