+35.4%
GLW vs VEEV
+1.2%
+34.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.2% |
| 7D | +15.5% | -2.5% | +18.0% | +14.1% |
| 30D | -19.6% | +0.3% | -19.8% | -19.3% |
| 3M | -28.5% | +25.2% | -53.7% | -18.6% |
| 6M | -39.5% | +89.7% | -129.2% | -12.1% |
| YTD | +37.2% | +35.5% | +1.7% | +85.9% |
| 1Y | +35.4% | +1.8% | +33.6% | +79.4% |
| All | +35.4% | +1.2% | +34.2% | +79.4% |
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