+305.7%
TMUS vs VEEV
+552.6%
-246.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -8.2% | +2.5% | -4.3% |
| 30D | -0.2% | +10.3% | -10.5% | -2.3% |
| 3M | -4.0% | +59.4% | -63.3% | -12.1% |
| 6M | -18.1% | +37.6% | -55.7% | -23.4% |
| YTD | -11.3% | +16.9% | -28.3% | -14.8% |
| 1Y | -24.7% | -5.0% | -19.8% | -25.0% |
| 3Y | +35.4% | +18.5% | +16.9% | +26.0% |
| 5Y | +42.4% | -13.8% | +56.3% | +39.0% |
| All | +305.7% | +552.6% | -246.9% | +122.4% |
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