-14.8%
VEEV vs CG
+5.5%
-20.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.1% |
| 7D | -7.1% | -6.4% | -0.7% | -4.9% |
| 30D | +11.1% | -7.1% | +18.2% | +14.0% |
| 3M | +55.5% | -1.6% | +57.1% | +55.6% |
| 6M | +33.4% | -8.3% | +41.7% | +36.3% |
| YTD | +16.8% | -23.8% | +40.6% | +27.2% |
| 1Y | -7.7% | -28.7% | +21.0% | +2.2% |
| 3Y | +18.4% | +49.2% | -30.8% | -11.1% |
| 5Y | -14.8% | +5.5% | -20.3% | -25.0% |
| All | -14.8% | +5.5% | -20.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling