+1,490.7%
TER vs VEEV
+704.1%
+786.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -8.9% | +0.8% | -9.7% | -9.2% |
| 30D | -39.1% | +3.2% | -42.2% | -39.8% |
| 3M | -32.8% | +30.2% | -63.0% | -38.8% |
| 6M | -31.7% | +83.7% | -115.4% | -46.0% |
| YTD | +26.9% | +36.9% | -9.9% | +9.5% |
| 1Y | +33.6% | +3.3% | +30.3% | +27.3% |
| 3Y | +181.5% | +85.1% | +96.4% | +112.4% |
| 5Y | +76.1% | -2.6% | +78.8% | +60.6% |
| 10Y | +1,006.2% | +676.7% | +329.5% | +475.8% |
| All | +1,490.7% | +704.1% | +786.6% | +671.3% |
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