+569.7%
TMUS vs VEEV
+695.8%
-126.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +6.9% |
| 30D | +11.3% | +0.3% | +11.0% | +11.1% |
| 3M | -2.9% | +25.2% | -28.1% | -6.9% |
| 6M | -10.5% | +89.7% | -100.2% | -20.3% |
| YTD | -14.4% | +35.5% | -49.9% | -19.8% |
| 1Y | -17.9% | +1.8% | -19.7% | -19.2% |
| 3Y | +21.9% | +83.2% | -61.3% | +5.3% |
| 5Y | +52.1% | -4.8% | +56.9% | +45.2% |
| 10Y | +242.4% | +663.5% | -421.1% | +115.8% |
| All | +569.7% | +695.8% | -126.2% | +300.3% |
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