+1.9%
VEEV vs GWRE
-25.4%
+27.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -19.9% | +16.7% | +5.1% |
| 7D | -0.6% | -21.1% | +20.5% | +8.6% |
| 30D | +28.8% | +1.3% | +27.5% | +26.2% |
| 3M | +54.0% | +7.4% | +46.6% | +45.0% |
| 6M | +46.0% | +5.6% | +40.3% | +35.8% |
| YTD | +23.2% | -19.2% | +42.4% | +16.7% |
| 1Y | +1.9% | -25.1% | +27.0% | -2.9% |
| All | +1.9% | -25.4% | +27.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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