+5.8%
VEEV vs CFG
+34.2%
-28.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +2.4% |
| 7D | -2.3% | +1.8% | -4.0% | -2.3% |
| 30D | +9.6% | +3.3% | +6.3% | +9.4% |
| 3M | +46.6% | -9.8% | +56.5% | +47.1% |
| 6M | +82.5% | +5.2% | +77.3% | +81.5% |
| YTD | +39.2% | +16.1% | +23.1% | +36.4% |
| 1Y | +5.8% | +33.7% | -27.8% | +1.6% |
| All | +5.8% | +34.2% | -28.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling