+331.3%
GLW vs VEEV
+82.5%
+248.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -11.1% | +0.8% | -11.9% | -11.0% |
| 30D | -28.4% | +3.2% | -31.6% | -28.0% |
| 3M | -28.8% | +30.2% | -59.0% | -25.7% |
| 6M | -39.8% | +83.7% | -123.5% | -34.4% |
| YTD | +28.7% | +36.9% | -8.1% | +43.6% |
| 1Y | +27.7% | +3.3% | +24.4% | +48.7% |
| 3Y | +331.3% | +85.1% | +246.2% | +331.2% |
| All | +331.3% | +82.5% | +248.9% | +331.2% |
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