+854.2%
VEEV vs CFG
+396.4%
+457.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +28.8% | -3.8% | +32.7% | +29.8% |
| 3M | +54.0% | +11.5% | +42.5% | +50.2% |
| 6M | +46.0% | +19.2% | +26.8% | +39.9% |
| YTD | +23.2% | +23.7% | -0.5% | +17.1% |
| 1Y | +1.9% | +38.8% | -37.0% | -5.9% |
| 3Y | +27.0% | +178.9% | -151.9% | -1.2% |
| 5Y | -13.4% | +101.8% | -115.2% | -28.9% |
| 10Y | +575.2% | +317.3% | +258.0% | +291.1% |
| All | +854.2% | +396.4% | +457.8% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling