+38.8%
TMUS vs VEEV
+18.9%
+19.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.2% |
| 7D | -0.3% | -5.2% | +4.9% | -0.1% |
| 30D | +3.1% | +14.9% | -11.8% | +2.6% |
| 3M | +2.4% | +58.4% | -55.9% | +1.1% |
| 6M | -17.1% | +35.5% | -52.6% | -18.1% |
| YTD | -9.1% | +18.6% | -27.7% | -9.7% |
| 1Y | -23.6% | -6.3% | -17.3% | -23.6% |
| 3Y | +38.8% | +20.2% | +18.6% | +42.7% |
| All | +38.8% | +18.9% | +19.9% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling