-13.8%
VEEV vs THC
+248.0%
-261.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.3% |
| 7D | -5.2% | -2.6% | -2.6% | -4.7% |
| 30D | +14.9% | -1.2% | +16.1% | +15.0% |
| 3M | +58.4% | +58.9% | -0.6% | +43.8% |
| 6M | +35.5% | +9.3% | +26.1% | +32.0% |
| YTD | +18.6% | +30.4% | -11.7% | +10.7% |
| 1Y | -6.3% | +34.6% | -40.9% | -13.7% |
| 3Y | +20.2% | +246.7% | -226.4% | -16.5% |
| 5Y | -13.8% | +244.5% | -258.3% | -44.1% |
| All | -13.8% | +248.0% | -261.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling