+65.1%
CSGP vs VEEV
+664.3%
-599.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.2% | +0.8% | -3.9% | -3.4% |
| 30D | +2.2% | +3.2% | -1.0% | +1.0% |
| 3M | -3.7% | +30.2% | -33.8% | -13.4% |
| 6M | -7.4% | +83.7% | -91.1% | -27.1% |
| YTD | -54.9% | +36.9% | -91.8% | -60.5% |
| 1Y | -54.9% | +3.3% | -58.2% | -56.5% |
| 3Y | -61.9% | +85.1% | -147.0% | -71.3% |
| 5Y | -63.1% | -2.6% | -60.5% | -66.3% |
| 10Y | +65.1% | +676.7% | -611.5% | -24.3% |
| All | +65.1% | +664.3% | -599.1% | -24.3% |
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