+310.3%
TPR vs VEEV
+24.3%
+286.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | -23.0% | +28.8% | -51.8% | -25.0% |
| 3M | -12.5% | +54.0% | -66.5% | -16.8% |
| 6M | -21.4% | +46.0% | -67.4% | -24.8% |
| YTD | -3.5% | +23.2% | -26.7% | -5.1% |
| 1Y | +17.4% | +1.9% | +15.5% | +19.3% |
| All | +310.3% | +24.3% | +286.0% | +282.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling