+169.9%
VEEV vs GH
+480.1%
-310.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | +14.9% | -4.5% | +19.4% | +15.8% |
| 3M | +58.4% | +28.9% | +29.5% | +48.1% |
| 6M | +35.5% | +76.5% | -41.0% | +16.7% |
| YTD | +18.6% | +57.6% | -39.0% | +4.6% |
| 1Y | -6.3% | +167.5% | -173.9% | -28.4% |
| 3Y | +20.2% | +377.4% | -357.2% | -27.4% |
| 5Y | -13.8% | +23.8% | -37.6% | -33.1% |
| All | +169.9% | +480.1% | -310.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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