-40.6%
TOST vs VEEV
-4.9%
-35.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | 0.0% |
| 7D | +9.4% | -2.9% | +12.4% | +11.6% |
| 30D | +13.5% | +7.5% | +6.0% | +8.1% |
| 3M | -0.1% | +39.5% | -39.6% | -22.8% |
| 6M | +22.5% | +81.5% | -59.0% | -22.0% |
| YTD | -2.4% | +36.1% | -38.4% | -23.9% |
| 1Y | -4.7% | +4.3% | -9.0% | -11.0% |
| 3Y | +103.2% | +54.8% | +48.4% | +26.7% |
| All | -40.6% | -4.9% | -35.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling