-15.7%
VEEV vs GFS
-3.9%
-11.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | -5.2% | +2.6% | -7.8% | -5.5% |
| 30D | +14.9% | -16.4% | +31.3% | +17.8% |
| 3M | +58.4% | -41.6% | +100.0% | +69.8% |
| 6M | +35.5% | -3.7% | +39.2% | +28.8% |
| YTD | +18.6% | +29.3% | -10.7% | +3.9% |
| 1Y | -6.3% | +37.1% | -43.5% | -19.6% |
| 3Y | +20.2% | -22.1% | +42.3% | +14.6% |
| All | -15.7% | -3.9% | -11.8% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling