+606.1%
VEEV vs TKO
+2,041.7%
-1,435.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.6% | +2.3% | -6.9% | -5.1% |
| 30D | +8.6% | -2.5% | +11.1% | +9.0% |
| 3M | +62.4% | -10.6% | +73.0% | +65.5% |
| 6M | +40.3% | -5.1% | +45.3% | +41.1% |
| YTD | +17.5% | -8.2% | +25.8% | +18.8% |
| 1Y | -6.1% | -4.4% | -1.7% | -6.0% |
| 3Y | +16.7% | +100.4% | -83.7% | -0.1% |
| 5Y | -13.3% | +294.3% | -307.6% | -36.5% |
| 10Y | +550.5% | +983.2% | -432.7% | +310.4% |
| All | +606.1% | +2,041.7% | -1,435.5% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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