-17.2%
TTWO vs VEEV
+6.7%
-24.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +6.6% |
| 7D | +7.0% | -2.3% | +9.2% | +7.5% |
| 30D | +2.7% | +9.6% | -6.9% | +0.6% |
| 3M | -13.0% | +46.6% | -59.7% | -21.3% |
| 6M | -7.2% | +82.5% | -89.7% | -21.2% |
| YTD | -18.4% | +39.2% | -57.6% | -28.2% |
| 1Y | -17.2% | +5.8% | -23.1% | -28.3% |
| All | -17.2% | +6.7% | -24.0% | -28.3% |
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