+33.7%
VEEV vs TLN
+589.3%
-555.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.4% |
| 7D | -7.1% | +5.8% | -12.9% | -7.4% |
| 30D | +11.1% | -6.9% | +18.0% | +11.4% |
| 3M | +55.5% | -10.9% | +66.4% | +55.5% |
| 6M | +33.4% | -4.6% | +38.0% | +32.1% |
| YTD | +16.8% | -14.7% | +31.5% | +16.4% |
| 1Y | -7.7% | -17.9% | +10.2% | -8.0% |
| 3Y | +18.4% | +483.9% | -465.5% | -9.8% |
| All | +33.7% | +589.3% | -555.6% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling