-14.9%
VEEV vs GTLB
-50.1%
+35.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.6% | -5.7% | +1.1% | -3.2% |
| 30D | +8.6% | +15.1% | -6.5% | +4.9% |
| 3M | +62.4% | +65.5% | -3.0% | +43.1% |
| 6M | +40.3% | +102.9% | -62.6% | +17.2% |
| YTD | +17.5% | +25.2% | -7.7% | +9.2% |
| 1Y | -6.1% | -5.5% | -0.6% | -7.6% |
| 3Y | +16.7% | -10.9% | +27.6% | +8.3% |
| All | -14.9% | -50.1% | +35.3% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling