+54.1%
ZM vs VEEV
+104.4%
-50.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -5.7% | -4.6% | -1.1% | -3.0% |
| 30D | -9.1% | +8.6% | -17.7% | -13.8% |
| 3M | +3.5% | +62.4% | -58.9% | -22.8% |
| 6M | +25.7% | +40.3% | -14.6% | +1.6% |
| YTD | +10.8% | +17.5% | -6.8% | -1.6% |
| 1Y | +12.8% | -6.1% | +18.9% | +13.4% |
| 3Y | +33.1% | +16.7% | +16.5% | +9.9% |
| 5Y | -68.3% | -13.3% | -55.0% | -69.2% |
| All | +54.1% | +104.4% | -50.3% | +1.4% |
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