+543.1%
VEEV vs CG
+314.7%
+228.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -4.6% | -9.9% | +5.2% | -1.1% |
| 30D | +8.6% | -11.7% | +20.3% | +13.4% |
| 3M | +62.4% | -4.3% | +66.7% | +64.0% |
| 6M | +40.3% | -8.8% | +49.0% | +43.4% |
| YTD | +17.5% | -26.9% | +44.4% | +29.5% |
| 1Y | -6.1% | -35.4% | +29.3% | +7.4% |
| 3Y | +16.7% | +43.0% | -26.4% | -6.7% |
| 5Y | -13.3% | +1.9% | -15.2% | -23.4% |
| All | +543.1% | +314.7% | +228.4% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling