+16.0%
VEEV vs SGI
+55.1%
-39.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -7.1% | +0.6% | -7.7% | -7.2% |
| 30D | +11.1% | +5.5% | +5.6% | +10.0% |
| 3M | +55.5% | -3.6% | +59.1% | +56.0% |
| 6M | +33.4% | -15.0% | +48.4% | +36.6% |
| YTD | +16.8% | -23.0% | +39.9% | +22.2% |
| 1Y | -7.7% | -18.4% | +10.7% | -5.0% |
| All | +16.0% | +55.1% | -39.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling