-2.4%
VEEV vs CFG
+65.0%
-67.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +3.2% | +2.8% | +0.4% | +2.4% |
| 3M | +30.2% | -10.1% | +40.3% | +33.5% |
| 6M | +83.7% | +3.2% | +80.5% | +81.3% |
| YTD | +36.9% | +14.2% | +22.7% | +30.9% |
| 1Y | +3.3% | +27.4% | -24.1% | -4.3% |
| 3Y | +85.1% | +187.6% | -102.5% | +29.0% |
| All | -2.4% | +65.0% | -67.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling