+159.7%
GILD vs VEEV
+556.2%
-396.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -4.2% |
| 30D | +5.8% | +8.6% | -2.9% | +4.4% |
| 3M | +14.9% | +62.4% | -47.5% | +7.2% |
| 6M | -0.4% | +40.3% | -40.6% | -5.5% |
| YTD | +18.5% | +17.5% | +1.0% | +14.9% |
| 1Y | +25.1% | -6.1% | +31.2% | +25.1% |
| 3Y | +105.9% | +16.7% | +89.2% | +96.5% |
| 5Y | +143.0% | -13.3% | +156.3% | +138.8% |
| All | +159.7% | +556.2% | -396.4% | +60.2% |
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