+306.7%
TPR vs VEEV
+538.1%
-231.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | -7.3% | -7.1% | -0.2% | -5.7% |
| 30D | -30.7% | +11.1% | -41.9% | -33.0% |
| 3M | -21.6% | +55.5% | -77.2% | -30.4% |
| 6M | -21.3% | +33.4% | -54.7% | -28.0% |
| YTD | -10.2% | +16.8% | -27.0% | -15.3% |
| 1Y | +9.5% | -7.7% | +17.2% | +9.5% |
| 3Y | +280.8% | +18.4% | +262.4% | +246.8% |
| 5Y | +218.7% | -14.8% | +233.5% | +203.3% |
| 10Y | +306.7% | +546.5% | -239.8% | +133.3% |
| All | +306.7% | +538.1% | -231.5% | +133.3% |
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