-15.3%
VEEV vs GTLB
-49.8%
+34.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -8.2% | -4.1% | -4.2% | -7.2% |
| 30D | +10.3% | +12.3% | -2.0% | +7.1% |
| 3M | +59.4% | +65.9% | -6.5% | +40.3% |
| 6M | +37.6% | +104.0% | -66.4% | +14.8% |
| YTD | +16.9% | +26.0% | -9.1% | +8.5% |
| 1Y | -5.0% | -3.5% | -1.5% | -7.0% |
| 3Y | +18.5% | -9.6% | +28.1% | +9.6% |
| All | -15.3% | -49.8% | +34.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling