+33.8%
VEEV vs TLN
+571.8%
-537.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -8.2% | +2.0% | -10.2% | -8.3% |
| 30D | +10.3% | -12.9% | +23.3% | +11.0% |
| 3M | +59.4% | -7.4% | +66.8% | +58.7% |
| 6M | +37.6% | -6.0% | +43.6% | +36.3% |
| YTD | +16.9% | -16.9% | +33.8% | +16.6% |
| 1Y | -5.0% | -22.6% | +17.7% | -4.8% |
| 3Y | +18.5% | +469.0% | -450.6% | -9.7% |
| All | +33.8% | +571.8% | -537.9% | +8.4% |
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