+2,908.5%
TSLA vs VEEV
+596.9%
+2,311.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +5.4% |
| 7D | +3.4% | -5.2% | +8.5% | +5.5% |
| 30D | +12.0% | +14.9% | -2.9% | +5.8% |
| 3M | -10.0% | +58.4% | -68.3% | -25.6% |
| 6M | -7.2% | +35.5% | -42.7% | -19.5% |
| YTD | -18.1% | +18.6% | -36.8% | -25.6% |
| 1Y | +6.3% | -6.3% | +12.6% | +5.4% |
| 3Y | +48.2% | +20.2% | +27.9% | +28.0% |
| 5Y | +46.5% | -13.8% | +60.3% | +40.1% |
| 10Y | +2,698.1% | +542.0% | +2,156.1% | +1,349.2% |
| All | +2,908.5% | +596.9% | +2,311.6% | +1,225.1% |
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 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