+411.0%
TSM vs VEEV
+18.9%
+392.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.8% |
| 7D | +6.0% | -5.2% | +11.2% | +6.6% |
| 30D | +4.5% | +14.9% | -10.4% | +2.6% |
| 3M | +3.1% | +58.4% | -55.3% | -3.6% |
| 6M | +30.2% | +35.5% | -5.3% | +25.2% |
| YTD | +45.2% | +18.6% | +26.6% | +43.5% |
| 1Y | +79.6% | -6.3% | +85.9% | +86.9% |
| 3Y | +411.0% | +20.2% | +390.8% | +393.9% |
| All | +411.0% | +18.9% | +392.1% | +393.9% |
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 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