+640.3%
VEEV vs CG
+215.6%
+424.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.7% |
| 7D | -0.6% | -4.3% | +3.7% | +0.9% |
| 30D | +28.8% | -5.1% | +33.9% | +31.0% |
| 3M | +54.0% | +8.7% | +45.4% | +48.9% |
| 6M | +46.0% | -9.2% | +55.2% | +49.4% |
| YTD | +23.2% | -18.9% | +42.1% | +30.8% |
| 1Y | +1.9% | -25.6% | +27.5% | +10.6% |
| 3Y | +27.0% | +57.3% | -30.3% | -0.3% |
| 5Y | -13.4% | +10.2% | -23.6% | -24.8% |
| 10Y | +575.2% | +364.2% | +211.0% | +249.0% |
| All | +640.3% | +215.6% | +424.6% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling