-6.1%
VEEV vs GFS
+47.5%
-53.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.8% |
| 7D | -4.6% | +3.8% | -8.5% | -4.2% |
| 30D | +8.6% | -11.7% | +20.4% | +7.1% |
| 3M | +62.4% | -41.8% | +104.2% | +53.8% |
| 6M | +40.3% | +6.6% | +33.6% | +34.0% |
| YTD | +17.5% | +34.6% | -17.1% | +9.0% |
| 1Y | -6.1% | +46.2% | -52.3% | -13.8% |
| All | -6.1% | +47.5% | -53.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling