-12.2%
VEEV vs TW
+19.5%
-31.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -4.6% | -4.5% | -0.1% | -3.0% |
| 30D | +8.6% | -2.3% | +10.9% | +9.5% |
| 3M | +62.4% | +2.6% | +59.8% | +60.5% |
| 6M | +40.3% | -17.5% | +57.8% | +49.2% |
| YTD | +17.5% | -5.3% | +22.9% | +18.7% |
| 1Y | -6.1% | -14.8% | +8.7% | -1.6% |
| 3Y | +16.7% | +18.8% | -2.2% | -1.3% |
| All | -12.2% | +19.5% | -31.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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