+15.5%
GEHC vs VEEV
+59.3%
-43.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -2.0% | +28.8% | -30.8% | -8.4% |
| 3M | +8.0% | +54.0% | -46.1% | -3.6% |
| 6M | -12.8% | +46.0% | -58.7% | -21.3% |
| YTD | -15.9% | +23.2% | -39.2% | -20.9% |
| 1Y | -6.9% | +1.9% | -8.8% | -8.2% |
| 3Y | 0.0% | +27.0% | -27.1% | -9.6% |
| All | +15.5% | +59.3% | -43.9% | -2.1% |
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 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