+4.6%
TSLA vs VEEV
+2.5%
+2.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.7% | -5.6% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +10.1% | +28.8% | -18.7% | +8.9% |
| 3M | -15.4% | +54.0% | -69.4% | -16.7% |
| 6M | -12.8% | +46.0% | -58.7% | -14.0% |
| YTD | -21.3% | +23.2% | -44.5% | -21.5% |
| 1Y | +4.6% | +1.9% | +2.7% | +12.5% |
| All | +4.6% | +2.5% | +2.1% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling