+383.3%
TPR vs VEEV
+664.3%
-280.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +12.1% | +0.8% | +11.3% | +11.9% |
| 30D | +16.7% | +3.2% | +13.5% | +15.7% |
| 3M | -17.4% | +30.2% | -47.6% | -23.0% |
| 6M | +2.3% | +83.7% | -81.4% | -13.0% |
| YTD | +7.1% | +36.9% | -29.7% | -2.7% |
| 1Y | +29.5% | +3.3% | +26.2% | +26.2% |
| 3Y | +415.0% | +85.1% | +330.0% | +319.3% |
| 5Y | +261.5% | -2.6% | +264.1% | +233.4% |
| 10Y | +383.3% | +676.7% | -293.4% | +180.8% |
| All | +383.3% | +664.3% | -280.9% | +180.8% |
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