+7.2%
GEHC vs VEEV
+52.0%
-44.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -7.2% | -4.6% | -2.5% | -6.1% |
| 30D | -11.6% | +8.6% | -20.2% | -13.7% |
| 3M | -0.8% | +62.4% | -63.3% | -12.5% |
| 6M | -11.9% | +40.3% | -52.2% | -19.8% |
| YTD | -21.9% | +17.5% | -39.5% | -25.7% |
| 1Y | -17.8% | -6.1% | -11.7% | -17.3% |
| 3Y | -3.5% | +16.7% | -20.2% | -11.0% |
| All | +7.2% | +52.0% | -44.8% | -8.1% |
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