+3,130.5%
TSM vs VEEV
+623.9%
+2,506.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.1% | +3.6% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +3.6% | +28.8% | -25.2% | -2.4% |
| 3M | -3.4% | +54.0% | -57.4% | -13.2% |
| 6M | +20.6% | +46.0% | -25.3% | +9.0% |
| YTD | +41.9% | +23.2% | +18.6% | +32.9% |
| 1Y | +84.4% | +1.9% | +82.5% | +80.2% |
| 3Y | +380.2% | +27.0% | +353.2% | +335.8% |
| 5Y | +275.3% | -13.4% | +288.7% | +260.5% |
| 10Y | +1,751.4% | +575.2% | +1,176.2% | +1,121.7% |
| All | +3,130.5% | +623.9% | +2,506.6% | +1,939.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling