+55.5%
ZM vs VEEV
+106.3%
-50.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -2.7% |
| 7D | +1.6% | -5.2% | +6.8% | +4.7% |
| 30D | -7.7% | +14.9% | -22.6% | -15.3% |
| 3M | -4.7% | +58.4% | -63.0% | -27.8% |
| 6M | +24.4% | +35.5% | -11.0% | +2.7% |
| YTD | +11.8% | +18.6% | -6.9% | -1.3% |
| 1Y | +13.4% | -6.3% | +19.7% | +14.2% |
| 3Y | +33.8% | +20.2% | +13.6% | +8.4% |
| 5Y | -67.2% | -13.8% | -53.3% | -68.0% |
| All | +55.5% | +106.3% | -50.8% | +1.8% |
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