+526.0%
GLW vs VEEV
+656.9%
-130.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | -0.7% | +8.5% | +7.9% |
| 30D | -18.8% | +1.4% | -20.2% | -19.1% |
| 3M | -27.7% | +19.4% | -47.1% | -30.5% |
| 6M | -44.4% | +93.6% | -138.1% | -52.3% |
| YTD | +31.3% | +35.1% | -3.8% | +21.0% |
| 1Y | +40.0% | +3.4% | +36.7% | +38.3% |
| 3Y | +339.2% | +81.4% | +257.9% | +260.5% |
| 5Y | +229.2% | -5.1% | +234.3% | +213.9% |
| All | +526.0% | +656.9% | -130.9% | +204.9% |
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