+1,375.4%
GLW vs VEEV
+623.9%
+751.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.2% |
| 7D | +3.8% | -0.6% | +4.3% | +3.8% |
| 30D | -1.3% | +28.8% | -30.2% | -5.9% |
| 3M | -21.8% | +54.0% | -75.8% | -28.2% |
| 6M | +6.9% | +46.0% | -39.1% | -1.9% |
| YTD | +77.2% | +23.2% | +53.9% | +67.4% |
| 1Y | +123.2% | +1.9% | +121.4% | +119.3% |
| 3Y | +400.0% | +27.0% | +373.0% | +357.0% |
| 5Y | +342.8% | -13.4% | +356.2% | +327.1% |
| 10Y | +771.4% | +575.2% | +196.2% | +463.6% |
| All | +1,375.4% | +623.9% | +751.4% | +802.1% |
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 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