+394.9%
TTWO vs VEEV
+556.2%
-161.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | -4.6% | +5.0% | +1.9% |
| 30D | -11.3% | +8.6% | -20.0% | -14.4% |
| 3M | +1.6% | +62.4% | -60.8% | -14.7% |
| 6M | +2.1% | +40.3% | -38.2% | -10.6% |
| YTD | -15.8% | +17.5% | -33.4% | -21.9% |
| 1Y | -12.6% | -6.1% | -6.5% | -13.0% |
| 3Y | +48.2% | +16.7% | +31.5% | +31.3% |
| 5Y | +40.0% | -13.3% | +53.3% | +33.1% |
| All | +394.9% | +556.2% | -161.3% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling