+285.7%
GDXJ vs VEEV
+18.9%
+266.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | -4.6% | +1.8% | -2.3% |
| 30D | +5.0% | +8.6% | -3.7% | +4.0% |
| 3M | +24.1% | +62.4% | -38.4% | +18.0% |
| 6M | -7.4% | +40.3% | -47.6% | -10.5% |
| YTD | +10.2% | +17.5% | -7.3% | +8.8% |
| 1Y | +42.5% | -6.1% | +48.6% | +44.7% |
| 3Y | +285.7% | +16.7% | +269.0% | +269.9% |
| All | +285.7% | +18.9% | +266.8% | +269.9% |
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