+1,757.1%
TSM vs VEEV
+552.6%
+1,204.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | -8.2% | +10.9% | +4.9% |
| 30D | +1.4% | +10.3% | -8.9% | -1.7% |
| 3M | +5.0% | +59.4% | -54.4% | -8.8% |
| 6M | +24.0% | +37.6% | -13.6% | +11.4% |
| YTD | +41.6% | +16.9% | +24.7% | +32.8% |
| 1Y | +66.2% | -5.0% | +71.1% | +65.1% |
| 3Y | +398.2% | +18.5% | +379.8% | +349.9% |
| 5Y | +277.6% | -13.8% | +291.4% | +261.9% |
| All | +1,757.1% | +552.6% | +1,204.5% | +889.3% |
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