-37.4%
GIS vs VEEV
+18.3%
-55.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -8.4% | -8.2% | -0.2% | -8.0% |
| 30D | -5.2% | +10.3% | -15.5% | -5.7% |
| 3M | +8.2% | +59.4% | -51.2% | +6.6% |
| 6M | -12.0% | +37.6% | -49.6% | -13.2% |
| YTD | -18.9% | +16.9% | -35.8% | -19.9% |
| 1Y | -23.6% | -5.0% | -18.7% | -24.3% |
| All | -37.4% | +18.3% | -55.7% | -36.7% |
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