+199.8%
GS vs VEEV
+80.8%
+118.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | +4.3% | +1.4% | +2.9% | +4.1% |
| 3M | -11.7% | +19.4% | -31.0% | -13.6% |
| 6M | -3.2% | +93.6% | -96.8% | -12.3% |
| YTD | +5.8% | +35.1% | -29.3% | +2.4% |
| 1Y | +16.0% | +3.4% | +12.7% | +18.6% |
| 3Y | +199.8% | +81.4% | +118.4% | +154.0% |
| All | +199.8% | +80.8% | +118.9% | +154.0% |
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