+657.9%
VEEV vs TAP
-47.7%
+705.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -2.5% | -6.3% | +3.8% | -1.7% |
| 30D | +0.3% | +2.7% | -2.4% | -0.1% |
| 3M | +25.2% | -3.7% | +28.9% | +25.6% |
| 6M | +89.7% | -2.0% | +91.7% | +89.8% |
| YTD | +35.5% | -12.3% | +47.8% | +36.8% |
| 1Y | +1.8% | -10.1% | +11.9% | +2.4% |
| 3Y | +83.2% | -25.3% | +108.5% | +87.9% |
| 5Y | -4.8% | -1.9% | -2.9% | -5.2% |
| All | +657.9% | -47.7% | +705.6% | +692.9% |
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