+56.3%
VEEV vs TLN
+716.6%
-660.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.1% | -0.4% |
| 7D | -1.9% | +15.9% | -17.8% | -2.5% |
| 30D | +3.0% | -0.3% | +3.3% | +3.0% |
| 3M | +28.8% | +5.8% | +23.0% | +28.3% |
| 6M | +91.3% | -1.2% | +92.5% | +90.5% |
| YTD | +36.5% | +1.0% | +35.5% | +34.9% |
| 1Y | +1.9% | +1.1% | +0.8% | +0.5% |
| 3Y | +84.6% | +591.7% | -507.1% | +39.8% |
| All | +56.3% | +716.6% | -660.3% | +25.4% |
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 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