+574.1%
TMUS vs VEEV
+702.0%
-127.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | -1.9% | +10.0% | +8.5% |
| 30D | +13.4% | +3.0% | +10.3% | +12.7% |
| 3M | -3.0% | +28.8% | -31.9% | -7.5% |
| 6M | -8.8% | +91.3% | -100.1% | -18.9% |
| YTD | -13.8% | +36.5% | -50.4% | -19.4% |
| 1Y | -17.1% | +1.9% | -19.0% | -18.4% |
| 3Y | +22.7% | +84.6% | -62.0% | +5.8% |
| 5Y | +52.8% | -2.6% | +55.4% | +45.2% |
| 10Y | +244.6% | +669.4% | -424.8% | +117.0% |
| All | +574.1% | +702.0% | -127.9% | +302.4% |
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 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