+612.7%
VEEV vs TD
+342.8%
+269.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -5.2% | +0.9% | -6.0% | -5.4% |
| 30D | +14.9% | -0.7% | +15.6% | +15.2% |
| 3M | +58.4% | +6.3% | +52.1% | +54.2% |
| 6M | +35.5% | +27.9% | +7.6% | +22.1% |
| YTD | +18.6% | +29.8% | -11.2% | +6.1% |
| 1Y | -6.3% | +63.7% | -70.0% | -24.0% |
| 3Y | +20.2% | +128.3% | -108.1% | -15.4% |
| 5Y | -13.8% | +125.5% | -139.3% | -39.2% |
| 10Y | +542.0% | +296.7% | +245.3% | +244.8% |
| All | +612.7% | +342.8% | +269.9% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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