+5.8%
VEEV vs GTLB
+6.1%
-0.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.3% | -9.7% | +7.4% | +2.0% |
| 30D | +9.6% | +1.7% | +7.9% | +8.1% |
| 3M | +46.6% | +43.6% | +3.1% | +23.4% |
| 6M | +82.5% | +113.0% | -30.5% | +30.8% |
| YTD | +39.2% | +39.5% | -0.4% | +5.8% |
| 1Y | +5.8% | +12.6% | -6.8% | -17.7% |
| All | +5.8% | +6.1% | -0.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling