-18.3%
TOST vs VEEV
-5.1%
-13.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -0.1% |
| 7D | -0.9% | -5.2% | +4.3% | +1.6% |
| 30D | -3.5% | +14.9% | -18.4% | -12.1% |
| 3M | +38.1% | +58.4% | -20.2% | +1.7% |
| 6M | +9.9% | +35.5% | -25.6% | -10.5% |
| YTD | -6.3% | +18.6% | -24.9% | -20.3% |
| 1Y | -18.3% | -6.3% | -12.0% | -22.6% |
| All | -18.3% | -5.1% | -13.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling