+22.7%
GIS vs VEEV
+596.9%
-574.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.4% |
| 7D | -8.3% | -5.2% | -3.1% | -8.0% |
| 30D | +2.2% | +14.9% | -12.7% | +1.4% |
| 3M | +15.7% | +58.4% | -42.7% | +13.1% |
| 6M | -12.0% | +35.5% | -47.4% | -13.5% |
| YTD | -15.0% | +18.6% | -33.6% | -16.0% |
| 1Y | -20.1% | -6.3% | -13.8% | -20.2% |
| 3Y | -34.6% | +20.2% | -54.8% | -35.8% |
| 5Y | -22.8% | -13.8% | -9.0% | -23.3% |
| 10Y | -18.5% | +542.0% | -560.5% | -27.2% |
| All | +22.7% | +596.9% | -574.3% | +8.8% |
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