+105.2%
VEEV vs TW
+211.4%
-106.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.5% |
| 7D | -5.2% | -3.5% | -1.7% | -3.8% |
| 30D | +14.9% | +0.5% | +14.4% | +14.6% |
| 3M | +58.4% | +4.9% | +53.4% | +54.6% |
| 6M | +35.5% | -17.1% | +52.6% | +45.2% |
| YTD | +18.6% | -3.9% | +22.5% | +19.1% |
| 1Y | -6.3% | -13.3% | +6.9% | -2.1% |
| 3Y | +20.2% | +20.9% | -0.7% | +2.7% |
| 5Y | -13.8% | +20.5% | -34.3% | -28.2% |
| All | +105.2% | +211.4% | -106.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling