+610.8%
TMUS vs VEEV
+623.9%
-13.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.9% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +5.3% | +28.8% | -23.6% | +0.5% |
| 3M | +3.1% | +54.0% | -50.9% | -4.5% |
| 6M | -16.5% | +46.0% | -62.4% | -22.3% |
| YTD | -9.2% | +23.2% | -32.4% | -13.3% |
| 1Y | -26.5% | +1.9% | -28.3% | -27.7% |
| 3Y | +39.0% | +27.0% | +12.0% | +28.5% |
| 5Y | +40.4% | -13.4% | +53.8% | +36.2% |
| 10Y | +303.7% | +575.2% | -271.5% | +160.2% |
| All | +610.8% | +623.9% | -13.2% | +332.5% |
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