+601.8%
VEEV vs TECK
+223.0%
+378.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | -7.1% | +4.9% | -12.0% | -7.7% |
| 30D | +11.1% | +5.2% | +5.9% | +10.3% |
| 3M | +55.5% | +13.8% | +41.7% | +52.3% |
| 6M | +33.4% | +38.5% | -5.1% | +26.5% |
| YTD | +16.8% | +47.3% | -30.5% | +9.4% |
| 1Y | -7.7% | +81.0% | -88.7% | -16.3% |
| 3Y | +18.4% | +79.9% | -61.5% | +5.4% |
| 5Y | -14.8% | +207.9% | -222.7% | -31.1% |
| 10Y | +546.5% | +389.5% | +157.0% | +350.9% |
| All | +601.8% | +223.0% | +378.8% | +389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling