+1,051.8%
GLW vs VEEV
+702.0%
+349.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | -18.2% | +3.0% | -21.2% | -18.7% |
| 3M | -24.2% | +28.8% | -53.0% | -27.8% |
| 6M | -41.7% | +91.3% | -133.0% | -48.8% |
| YTD | +38.3% | +36.5% | +1.8% | +28.2% |
| 1Y | +38.2% | +1.9% | +36.3% | +36.4% |
| 3Y | +363.4% | +84.6% | +278.8% | +292.2% |
| 5Y | +254.6% | -2.6% | +257.2% | +234.6% |
| 10Y | +562.0% | +669.4% | -107.5% | +318.9% |
| All | +1,051.8% | +702.0% | +349.8% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling