+170.5%
GM vs VEEV
+18.9%
+151.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.9% |
| 30D | -1.1% | +8.6% | -9.8% | -2.2% |
| 3M | +6.1% | +62.4% | -56.3% | -0.1% |
| 6M | +15.0% | +40.3% | -25.3% | +10.2% |
| YTD | +6.0% | +17.5% | -11.6% | +4.2% |
| 1Y | +47.1% | -6.1% | +53.2% | +49.9% |
| 3Y | +170.5% | +16.7% | +153.8% | +149.2% |
| All | +170.5% | +18.9% | +151.6% | +149.2% |
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