+554.2%
GLW vs VEEV
+659.1%
-104.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +15.5% | -2.5% | +18.0% | +16.0% |
| 30D | -19.6% | +0.3% | -19.8% | -19.7% |
| 3M | -28.5% | +25.2% | -53.7% | -32.0% |
| 6M | -39.5% | +89.7% | -129.2% | -47.8% |
| YTD | +37.2% | +35.5% | +1.7% | +26.4% |
| 1Y | +35.4% | +1.8% | +33.6% | +34.3% |
| 3Y | +359.7% | +83.2% | +276.5% | +276.3% |
| 5Y | +244.0% | -4.8% | +248.8% | +227.9% |
| All | +554.2% | +659.1% | -104.9% | +218.5% |
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