+346.2%
TSM vs VEEV
+82.8%
+263.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | +4.4% | -1.9% | +6.3% | +4.6% |
| 30D | -7.0% | +3.0% | -10.0% | -7.3% |
| 3M | -1.8% | +28.8% | -30.6% | -4.9% |
| 6M | +2.7% | +91.3% | -88.6% | -6.6% |
| YTD | +37.1% | +36.5% | +0.6% | +33.6% |
| 1Y | +43.5% | +1.9% | +41.6% | +50.3% |
| All | +346.2% | +82.8% | +263.4% | +284.8% |
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