-48.5%
TE vs VEEV
+80.5%
-129.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +11.4% |
| 7D | +18.2% | -5.2% | +23.4% | +20.4% |
| 30D | -13.5% | +14.9% | -28.4% | -18.6% |
| 3M | -44.6% | +58.4% | -102.9% | -54.9% |
| 6M | -24.7% | +35.5% | -60.2% | -35.1% |
| YTD | -24.3% | +18.6% | -42.9% | -31.6% |
| 1Y | +155.6% | -6.3% | +161.9% | +154.9% |
| 3Y | -18.3% | +20.2% | -38.5% | -28.0% |
| 5Y | -41.3% | -13.8% | -27.5% | -49.0% |
| All | -48.5% | +80.5% | -129.0% | -54.7% |
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