+711.4%
VEEV vs TAP
+10.3%
+701.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | +1.4% | +5.7% | -4.3% | +0.5% |
| 3M | +19.4% | -1.9% | +21.3% | +19.4% |
| 6M | +93.6% | +0.9% | +92.7% | +92.9% |
| YTD | +35.1% | -9.5% | +44.6% | +36.0% |
| 1Y | +3.4% | -9.0% | +12.3% | +3.9% |
| 3Y | +81.4% | -22.2% | +103.6% | +85.7% |
| 5Y | -5.1% | +1.2% | -6.3% | -6.7% |
| 10Y | +661.2% | -46.1% | +707.4% | +716.0% |
| All | +711.4% | +10.3% | +701.2% | +598.3% |
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