-12.2%
VEEV vs TNA
-23.3%
+11.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -2.8% |
| 30D | +8.6% | -14.2% | +22.8% | +12.7% |
| 3M | +62.4% | -4.6% | +67.0% | +63.3% |
| 6M | +40.3% | +36.9% | +3.3% | +26.2% |
| YTD | +17.5% | +42.5% | -25.0% | +3.9% |
| 1Y | -6.1% | +45.8% | -51.9% | -18.6% |
| 3Y | +16.7% | +104.7% | -88.0% | -19.0% |
| All | -12.2% | -23.3% | +11.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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