+640.3%
VEEV vs TAP
+9.3%
+630.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | +28.8% | -2.1% | +31.0% | +29.2% |
| 3M | +54.0% | +6.6% | +47.4% | +52.6% |
| 6M | +46.0% | -11.5% | +57.4% | +48.1% |
| YTD | +23.2% | -10.3% | +33.5% | +24.4% |
| 1Y | +1.9% | -14.4% | +16.3% | +3.4% |
| 3Y | +27.0% | -28.3% | +55.3% | +31.6% |
| 5Y | -13.4% | +1.7% | -15.1% | -14.9% |
| 10Y | +575.2% | -49.2% | +624.5% | +633.8% |
| All | +640.3% | +9.3% | +630.9% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling