-17.0%
VEEV vs GFS
-2.1%
-14.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -8.2% | +3.2% | -11.4% | -8.7% |
| 30D | +10.3% | -9.6% | +19.9% | +11.8% |
| 3M | +59.4% | -38.5% | +97.9% | +69.4% |
| 6M | +37.6% | -1.3% | +38.9% | +30.2% |
| YTD | +16.9% | +31.8% | -14.9% | +2.1% |
| 1Y | -5.0% | +44.6% | -49.5% | -19.4% |
| 3Y | +18.5% | -20.6% | +39.1% | +12.6% |
| All | -17.0% | -2.1% | -14.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling