+123.2%
GLW vs VEEV
+2.5%
+120.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +4.2% |
| 7D | +3.8% | -0.6% | +4.3% | +3.6% |
| 30D | -1.3% | +28.8% | -30.2% | +11.9% |
| 3M | -21.8% | +54.0% | -75.8% | -1.3% |
| 6M | +6.9% | +46.0% | -39.1% | +36.7% |
| YTD | +77.2% | +23.2% | +53.9% | +125.4% |
| 1Y | +123.2% | +1.9% | +121.4% | +201.1% |
| All | +123.2% | +2.5% | +120.7% | +201.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling