+309.3%
TEL vs VEEV
+556.2%
-246.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | +1.6% | -4.6% | +6.2% | +2.7% |
| 30D | -0.7% | +8.6% | -9.3% | -3.1% |
| 3M | +2.4% | +62.4% | -60.0% | -9.8% |
| 6M | +4.1% | +40.3% | -36.1% | -5.6% |
| YTD | -5.8% | +17.5% | -23.4% | -11.1% |
| 1Y | +0.9% | -6.1% | +7.0% | +0.7% |
| 3Y | +72.6% | +16.7% | +55.9% | +58.9% |
| 5Y | +57.5% | -13.3% | +70.9% | +50.7% |
| All | +309.3% | +556.2% | -246.8% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling