-4.4%
VEEV vs CG
-23.0%
+18.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +1.4% | +11.2% | -9.8% | -2.6% |
| 3M | +19.4% | -22.1% | +41.4% | +29.5% |
| 6M | +93.6% | -17.9% | +111.5% | +105.0% |
| YTD | +35.1% | -31.3% | +66.4% | +51.6% |
| 1Y | +3.4% | -24.0% | +27.3% | +11.7% |
| 3Y | +81.4% | +45.0% | +36.4% | +35.4% |
| All | -4.4% | -23.0% | +18.6% | -4.0% |
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