+16.7%
VEEV vs GNRC
+61.6%
-44.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | +8.6% | -15.7% | +24.4% | +9.7% |
| 3M | +62.4% | -27.3% | +89.8% | +64.6% |
| 6M | +40.3% | -12.1% | +52.3% | +37.9% |
| YTD | +17.5% | +37.1% | -19.6% | +5.8% |
| 1Y | -6.1% | -0.5% | -5.6% | -10.3% |
| 3Y | +16.7% | +61.5% | -44.8% | +5.3% |
| All | +16.7% | +61.6% | -44.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling