+612.7%
VEEV vs GAP
-7.5%
+620.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -5.2% | +1.7% | -6.9% | -5.3% |
| 30D | +14.9% | +9.3% | +5.6% | +13.5% |
| 3M | +58.4% | +6.1% | +52.3% | +56.9% |
| 6M | +35.5% | -2.3% | +37.8% | +34.7% |
| YTD | +18.6% | -10.6% | +29.2% | +19.0% |
| 1Y | -6.3% | -4.4% | -1.9% | -7.1% |
| 3Y | +20.2% | +118.3% | -98.1% | +3.0% |
| 5Y | -13.8% | +12.2% | -26.0% | -23.3% |
| 10Y | +542.0% | +33.7% | +508.3% | +400.9% |
| All | +612.7% | -7.5% | +620.2% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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