+264.2%
TGT vs VEEV
+586.3%
-322.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | -3.6% | -7.1% | +3.5% | -2.4% |
| 30D | +4.4% | +11.1% | -6.7% | +2.4% |
| 3M | +25.4% | +55.5% | -30.2% | +16.2% |
| 6M | +33.4% | +33.4% | 0.0% | +26.1% |
| YTD | +65.6% | +16.8% | +48.8% | +59.7% |
| 1Y | +80.3% | -7.7% | +88.0% | +80.6% |
| 3Y | +42.1% | +18.4% | +23.8% | +34.1% |
| 5Y | -25.0% | -14.8% | -10.2% | -27.7% |
| 10Y | +208.2% | +546.5% | -338.3% | +144.2% |
| All | +264.2% | +586.3% | -322.1% | +182.3% |
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