+640.3%
VEEV vs THC
+469.5%
+170.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | +28.8% | +1.3% | +27.6% | +28.5% |
| 3M | +54.0% | +64.2% | -10.2% | +43.4% |
| 6M | +46.0% | +8.3% | +37.7% | +43.5% |
| YTD | +23.2% | +33.4% | -10.1% | +17.2% |
| 1Y | +1.9% | +37.7% | -35.8% | -3.9% |
| 3Y | +27.0% | +236.8% | -209.8% | +3.3% |
| 5Y | -13.4% | +249.3% | -262.7% | -31.7% |
| 10Y | +575.2% | +995.2% | -420.0% | +310.3% |
| All | +640.3% | +469.5% | +170.8% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling