+612.7%
VEEV vs SGI
+634.3%
-21.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -5.2% | +9.3% | -14.4% | -7.0% |
| 30D | +14.9% | +6.9% | +8.0% | +13.2% |
| 3M | +58.4% | +2.8% | +55.5% | +56.7% |
| 6M | +35.5% | -12.6% | +48.1% | +37.9% |
| YTD | +18.6% | -21.5% | +40.2% | +23.4% |
| 1Y | -6.3% | -18.8% | +12.4% | -3.7% |
| 3Y | +20.2% | +60.8% | -40.6% | +4.1% |
| 5Y | -13.8% | +60.0% | -73.8% | -27.8% |
| 10Y | +542.0% | +267.8% | +274.2% | +326.4% |
| All | +612.7% | +634.3% | -21.6% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling