-10.8%
TTWO vs VEEV
+2.5%
-13.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +1.0% |
| 7D | -8.8% | -0.6% | -8.2% | -8.8% |
| 30D | -8.6% | +28.8% | -37.4% | -15.2% |
| 3M | -0.9% | +54.0% | -54.9% | -12.8% |
| 6M | -0.5% | +46.0% | -46.5% | -11.0% |
| YTD | -16.1% | +23.2% | -39.4% | -23.1% |
| 1Y | -10.8% | +1.9% | -12.6% | -18.2% |
| All | -10.8% | +2.5% | -13.3% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling