+400.6%
TEL vs VEEV
+586.3%
-185.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +1.2% | -7.1% | +8.3% | +2.8% |
| 30D | -4.1% | +11.1% | -15.2% | -6.7% |
| 3M | -2.6% | +55.5% | -58.1% | -12.4% |
| 6M | 0.0% | +33.4% | -33.3% | -7.5% |
| YTD | -9.1% | +16.8% | -25.9% | -13.6% |
| 1Y | -0.8% | -7.7% | +6.9% | -0.8% |
| 3Y | +67.4% | +18.4% | +49.0% | +54.8% |
| 5Y | +51.8% | -14.8% | +66.6% | +46.3% |
| 10Y | +299.4% | +546.5% | -247.1% | +149.9% |
| All | +400.6% | +586.3% | -185.7% | +195.9% |
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