+278.9%
TSM vs VEEV
-3.2%
+282.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | +4.4% | -1.9% | +6.3% | +4.8% |
| 30D | -7.0% | +3.0% | -10.0% | -7.6% |
| 3M | -1.8% | +28.8% | -30.6% | -7.4% |
| 6M | +2.7% | +91.3% | -88.6% | -12.3% |
| YTD | +37.1% | +36.5% | +0.6% | +26.7% |
| 1Y | +43.5% | +1.9% | +41.6% | +43.6% |
| 3Y | +341.5% | +84.6% | +256.9% | +263.0% |
| 5Y | +278.9% | -2.6% | +281.5% | +241.2% |
| All | +278.9% | -3.2% | +282.1% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling