+17.8%
VEEV vs TLN
+495.0%
-477.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -3.9% |
| 7D | -5.2% | +10.9% | -16.1% | -5.6% |
| 30D | +14.9% | -6.3% | +21.2% | +15.2% |
| 3M | +58.4% | -10.7% | +69.1% | +58.4% |
| 6M | +35.5% | +1.6% | +33.8% | +33.5% |
| YTD | +18.6% | -13.1% | +31.7% | +18.1% |
| 1Y | -6.3% | -15.1% | +8.7% | -6.8% |
| All | +17.8% | +495.0% | -477.3% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling