+539.7%
VEEV vs TAP
-50.5%
+590.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -8.2% | -5.3% | -3.0% | -7.6% |
| 30D | +10.3% | -7.4% | +17.7% | +11.3% |
| 3M | +59.4% | -4.9% | +64.3% | +60.3% |
| 6M | +37.6% | -14.2% | +51.8% | +39.9% |
| YTD | +16.9% | -14.8% | +31.7% | +18.6% |
| 1Y | -5.0% | -18.1% | +13.1% | -3.2% |
| 3Y | +18.5% | -32.7% | +51.2% | +23.1% |
| 5Y | -13.8% | -0.5% | -13.3% | -14.3% |
| All | +539.7% | -50.5% | +590.2% | +585.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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