+221.8%
GM vs VEEV
+586.3%
-364.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.1% |
| 7D | -1.1% | -7.1% | +6.0% | +0.1% |
| 30D | -4.6% | +11.1% | -15.7% | -6.5% |
| 3M | +0.2% | +55.5% | -55.3% | -7.6% |
| 6M | +12.6% | +33.4% | -20.7% | +6.1% |
| YTD | +3.7% | +16.8% | -13.1% | -0.3% |
| 1Y | +45.6% | -7.7% | +53.4% | +45.8% |
| 3Y | +162.0% | +18.4% | +143.6% | +146.1% |
| 5Y | +80.5% | -14.8% | +95.3% | +73.4% |
| 10Y | +231.3% | +546.5% | -315.2% | +133.4% |
| All | +221.8% | +586.3% | -364.5% | +116.7% |
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