+255.1%
TPR vs VEEV
-5.1%
+260.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.6% |
| 7D | +14.2% | -2.9% | +17.1% | +14.9% |
| 30D | +17.1% | +7.5% | +9.6% | +15.1% |
| 3M | -17.7% | +39.5% | -57.2% | -24.5% |
| 6M | -10.2% | +81.5% | -91.7% | -23.5% |
| YTD | +4.9% | +36.1% | -31.2% | -4.0% |
| 1Y | +36.1% | +4.3% | +31.8% | +34.5% |
| 3Y | +416.5% | +54.8% | +361.6% | +334.6% |
| All | +255.1% | -5.1% | +260.2% | +221.6% |
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