+33.6%
TSLA vs VEEV
+18.9%
+14.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.2% | -4.6% | +7.8% | +4.2% |
| 30D | +11.6% | +8.6% | +2.9% | +9.5% |
| 3M | -8.4% | +62.4% | -70.9% | -17.9% |
| 6M | -10.4% | +40.3% | -50.6% | -17.2% |
| YTD | -18.7% | +17.5% | -36.3% | -21.5% |
| 1Y | -0.9% | -6.1% | +5.2% | +1.9% |
| 3Y | +33.6% | +16.7% | +16.9% | +22.5% |
| All | +33.6% | +18.9% | +14.6% | +22.5% |
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 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