+602.3%
VEEV vs TNA
+114.0%
+488.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -8.2% | -7.6% | -0.6% | -6.3% |
| 30D | +10.3% | -13.6% | +23.9% | +14.5% |
| 3M | +59.4% | +2.8% | +56.5% | +56.8% |
| 6M | +37.6% | +34.5% | +3.1% | +23.8% |
| YTD | +16.9% | +41.0% | -24.1% | +3.1% |
| 1Y | -5.0% | +52.0% | -57.0% | -19.2% |
| 3Y | +18.5% | +103.5% | -85.0% | -17.1% |
| 5Y | -13.8% | -22.5% | +8.7% | -27.5% |
| 10Y | +547.0% | +81.9% | +465.1% | +199.2% |
| All | +602.3% | +114.0% | +488.4% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling