+4,218.7%
TSEM vs VEEV
+596.9%
+3,621.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.3% |
| 7D | +10.4% | -5.2% | +15.6% | +11.7% |
| 30D | -12.9% | +14.9% | -27.9% | -16.2% |
| 3M | -9.2% | +58.4% | -67.5% | -20.0% |
| 6M | +98.8% | +35.5% | +63.3% | +80.3% |
| YTD | +87.2% | +18.6% | +68.6% | +74.9% |
| 1Y | +239.0% | -6.3% | +245.3% | +236.9% |
| 3Y | +679.5% | +20.2% | +659.3% | +605.1% |
| 5Y | +667.3% | -13.8% | +681.1% | +635.7% |
| 10Y | +1,301.0% | +542.0% | +759.0% | +600.0% |
| All | +4,218.7% | +596.9% | +3,621.7% | +1,776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling