-6.1%
VEEV vs TEVA
+89.1%
-95.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -4.6% | +2.0% | -6.6% | -4.8% |
| 30D | +8.6% | +1.0% | +7.7% | +8.5% |
| 3M | +62.4% | +7.3% | +55.1% | +60.9% |
| 6M | +40.3% | +21.7% | +18.5% | +37.3% |
| YTD | +17.5% | +18.8% | -1.3% | +14.7% |
| 1Y | -6.1% | +86.5% | -92.6% | -11.6% |
| All | -6.1% | +89.1% | -95.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling