+142.2%
T vs VEEV
+623.9%
-481.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.8% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +11.4% | +28.8% | -17.5% | +9.7% |
| 3M | +14.3% | +54.0% | -39.7% | +11.3% |
| 6M | -9.3% | +46.0% | -55.2% | -11.5% |
| YTD | +7.1% | +23.2% | -16.1% | +5.4% |
| 1Y | -9.1% | +1.9% | -11.0% | -9.5% |
| 3Y | +105.3% | +27.0% | +78.3% | +100.0% |
| 5Y | +66.8% | -13.4% | +80.2% | +64.7% |
| 10Y | +66.8% | +575.2% | -508.4% | +41.0% |
| All | +142.2% | +623.9% | -481.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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