+285.0%
TSM vs VEEV
-15.0%
+300.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +4.8% | -7.1% | +11.9% | +6.3% |
| 30D | +4.0% | +11.1% | -7.1% | +1.3% |
| 3M | +2.0% | +55.5% | -53.6% | -8.7% |
| 6M | +25.5% | +33.4% | -7.9% | +16.2% |
| YTD | +44.0% | +16.8% | +27.2% | +37.6% |
| 1Y | +75.4% | -7.7% | +83.2% | +78.5% |
| 3Y | +406.7% | +18.4% | +388.4% | +366.5% |
| 5Y | +285.0% | -14.8% | +299.8% | +275.6% |
| All | +285.0% | -15.0% | +300.0% | +275.6% |
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