+602.3%
VEEV vs TDY
+588.7%
+13.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -8.2% | -1.9% | -6.4% | -7.5% |
| 30D | +10.3% | -12.5% | +22.8% | +16.5% |
| 3M | +59.4% | -0.8% | +60.2% | +58.6% |
| 6M | +37.6% | -9.0% | +46.6% | +41.3% |
| YTD | +16.9% | +16.8% | +0.1% | +6.2% |
| 1Y | -5.0% | +9.5% | -14.4% | -11.2% |
| 3Y | +18.5% | +45.4% | -26.9% | -4.9% |
| 5Y | -13.8% | +37.8% | -51.6% | -29.6% |
| 10Y | +547.0% | +470.2% | +76.7% | +100.3% |
| All | +602.3% | +588.7% | +13.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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