+240.4%
TPR vs VEEV
-13.1%
+253.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.7% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -23.0% | +28.8% | -51.8% | -28.1% |
| 3M | -12.5% | +54.0% | -66.5% | -22.1% |
| 6M | -21.4% | +46.0% | -67.4% | -29.7% |
| YTD | -3.5% | +23.2% | -26.7% | -9.7% |
| 1Y | +17.4% | +1.9% | +15.5% | +15.8% |
| 3Y | +291.3% | +27.0% | +264.2% | +248.8% |
| All | +240.4% | -13.1% | +253.5% | +214.1% |
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