+38.2%
GLW vs VEEV
+3.0%
+35.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.3% |
| 7D | +1.4% | -1.9% | +3.3% | +0.5% |
| 30D | -18.2% | +3.0% | -21.2% | -16.8% |
| 3M | -24.2% | +28.8% | -53.0% | -12.5% |
| 6M | -41.7% | +91.3% | -133.0% | -15.0% |
| YTD | +38.3% | +36.5% | +1.8% | +88.2% |
| 1Y | +38.2% | +1.9% | +36.3% | +83.1% |
| All | +38.2% | +3.0% | +35.2% | +83.1% |
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