+463.3%
GLW vs VEEV
+18.9%
+444.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.7% | +11.3% | +7.1% |
| 7D | +14.0% | -5.2% | +19.2% | +13.4% |
| 30D | +0.4% | +14.9% | -14.6% | +2.2% |
| 3M | -11.3% | +58.4% | -69.7% | -6.7% |
| 6M | +35.1% | +35.5% | -0.4% | +43.5% |
| YTD | +90.5% | +18.6% | +71.9% | +105.3% |
| 1Y | +132.0% | -6.3% | +138.4% | +158.6% |
| 3Y | +463.3% | +20.2% | +443.1% | +479.3% |
| All | +463.3% | +18.9% | +444.4% | +479.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling