-14.1%
VEEV vs GTLB
-50.0%
+35.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -2.3% |
| 7D | -5.2% | +4.6% | -9.7% | -6.4% |
| 30D | +14.9% | +21.0% | -6.1% | +9.5% |
| 3M | +58.4% | +51.7% | +6.7% | +42.4% |
| 6M | +35.5% | +89.3% | -53.8% | +15.1% |
| YTD | +18.6% | +25.6% | -7.0% | +10.2% |
| 1Y | -6.3% | -1.5% | -4.8% | -8.7% |
| 3Y | +20.2% | -9.9% | +30.1% | +11.3% |
| All | -14.1% | -50.0% | +35.9% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling