+606.1%
VEEV vs GWRE
+206.3%
+399.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | -4.6% | -13.2% | +8.6% | +2.5% |
| 30D | +8.6% | -18.6% | +27.2% | +18.9% |
| 3M | +62.4% | +18.9% | +43.5% | +44.6% |
| 6M | +40.3% | -11.0% | +51.2% | +43.2% |
| YTD | +17.5% | -29.9% | +47.4% | +34.8% |
| 1Y | -6.1% | -44.3% | +38.2% | +20.8% |
| 3Y | +16.7% | +51.7% | -35.0% | -24.8% |
| 5Y | -13.3% | +15.4% | -28.8% | -35.8% |
| 10Y | +550.5% | +129.4% | +421.0% | +195.6% |
| All | +606.1% | +206.3% | +399.9% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling