+54.6%
VEEV vs TLN
+710.8%
-656.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -0.7% | +11.0% | -11.8% | -1.1% |
| 30D | +1.4% | +4.9% | -3.5% | +1.2% |
| 3M | +19.4% | +4.9% | +14.4% | +19.0% |
| 6M | +93.6% | +7.1% | +86.5% | +91.4% |
| YTD | +35.1% | +0.3% | +34.8% | +33.5% |
| 1Y | +3.4% | +5.9% | -2.5% | +1.5% |
| 3Y | +81.4% | +578.5% | -497.1% | +37.5% |
| All | +54.6% | +710.8% | -656.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling