+16.0%
VEEV vs GSK
+47.2%
-31.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -8.2% | -5.4% | -2.8% | -7.5% |
| 30D | +10.3% | -4.6% | +14.9% | +11.0% |
| 3M | +59.4% | -5.1% | +64.5% | +60.5% |
| 6M | +37.6% | -11.4% | +49.0% | +39.8% |
| YTD | +16.9% | +0.7% | +16.2% | +14.8% |
| 1Y | -5.0% | +23.0% | -28.0% | -12.1% |
| All | +16.0% | +47.2% | -31.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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