+1,609.6%
TER vs VEEV
+695.8%
+913.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +24.0% | -2.5% | +26.5% | +24.9% |
| 30D | -30.6% | +0.3% | -30.9% | -30.8% |
| 3M | -34.5% | +25.2% | -59.7% | -39.7% |
| 6M | -26.4% | +89.7% | -116.1% | -42.4% |
| YTD | +36.4% | +35.5% | +0.9% | +18.0% |
| 1Y | +47.4% | +1.8% | +45.6% | +41.2% |
| 3Y | +202.6% | +83.2% | +119.4% | +128.9% |
| 5Y | +83.9% | -4.8% | +88.7% | +68.8% |
| 10Y | +1,068.0% | +663.5% | +404.5% | +510.6% |
| All | +1,609.6% | +695.8% | +913.8% | +731.5% |
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 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