+543.1%
VEEV vs TECK
+377.7%
+165.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.6% | -3.8% | -0.8% | -4.2% |
| 30D | +8.6% | +0.7% | +7.9% | +8.4% |
| 3M | +62.4% | +4.6% | +57.8% | +60.7% |
| 6M | +40.3% | +25.1% | +15.1% | +34.7% |
| YTD | +17.5% | +39.2% | -21.6% | +10.6% |
| 1Y | -6.1% | +60.3% | -66.4% | -13.7% |
| 3Y | +16.7% | +62.9% | -46.2% | +4.7% |
| 5Y | -13.3% | +181.5% | -194.8% | -29.8% |
| All | +543.1% | +377.7% | +165.4% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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