+1,643.1%
TSM vs VEEV
+656.9%
+986.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.2% | -0.7% | +6.9% | +6.4% |
| 30D | -7.3% | +1.4% | -8.7% | -7.8% |
| 3M | -7.1% | +19.4% | -26.5% | -12.0% |
| 6M | +0.2% | +93.6% | -93.4% | -17.7% |
| YTD | +32.2% | +35.1% | -2.8% | +19.1% |
| 1Y | +42.8% | +3.4% | +39.4% | +39.0% |
| 3Y | +330.4% | +81.4% | +249.0% | +243.8% |
| 5Y | +263.9% | -5.1% | +269.0% | +240.2% |
| All | +1,643.1% | +656.9% | +986.2% | +812.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling