+248.8%
GE vs VEEV
+693.5%
-444.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | +8.1% | +1.4% | +6.7% | +7.8% |
| 3M | -7.9% | +19.4% | -27.2% | -10.2% |
| 6M | +12.9% | +93.6% | -80.7% | +2.7% |
| YTD | +8.2% | +35.1% | -26.9% | +2.9% |
| 1Y | +9.7% | +3.4% | +6.3% | +8.2% |
| 3Y | +266.1% | +81.4% | +184.7% | +231.1% |
| 5Y | +407.4% | -5.1% | +412.5% | +384.8% |
| 10Y | +150.3% | +661.2% | -510.9% | +80.8% |
| All | +248.8% | +693.5% | -444.7% | +144.8% |
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