-48.1%
TOST vs VEEV
-13.1%
-35.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | -4.7% | -7.1% | +2.4% | +0.1% |
| 30D | -9.1% | +11.1% | -20.2% | -17.5% |
| 3M | +29.8% | +55.5% | -25.7% | -8.1% |
| 6M | +10.0% | +33.4% | -23.3% | -13.5% |
| YTD | -8.6% | +16.8% | -25.4% | -20.9% |
| 1Y | -20.7% | -7.7% | -13.0% | -19.5% |
| 3Y | +55.7% | +18.4% | +37.3% | +19.4% |
| All | -48.1% | -13.1% | -35.0% | -40.9% |
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