+20.2%
VEEV vs CFG
+193.0%
-172.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.5% |
| 7D | -5.2% | +2.7% | -7.8% | -5.6% |
| 30D | +14.9% | -3.7% | +18.6% | +15.6% |
| 3M | +58.4% | +9.5% | +48.9% | +55.4% |
| 6M | +35.5% | +22.2% | +13.2% | +29.6% |
| YTD | +18.6% | +22.3% | -3.7% | +13.4% |
| 1Y | -6.3% | +39.4% | -45.8% | -13.1% |
| 3Y | +20.2% | +188.5% | -168.3% | -11.8% |
| All | +20.2% | +193.0% | -172.8% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling